+362.4%
CFG vs IFF
+17.0%
+345.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | +1.5% | -1.8% | +3.4% | +2.4% |
| 30D | -3.8% | -2.0% | -1.9% | -3.1% |
| 3M | +11.5% | +18.5% | -7.1% | +2.0% |
| 6M | +19.2% | +11.7% | +7.5% | +10.6% |
| YTD | +23.7% | +29.6% | -5.9% | +5.8% |
| 1Y | +38.8% | +35.0% | +3.9% | +15.7% |
| 3Y | +178.9% | +32.3% | +146.6% | +124.8% |
| 5Y | +101.8% | -34.6% | +136.3% | +129.6% |
| 10Y | +317.3% | -20.6% | +337.9% | +301.6% |
| All | +362.4% | +17.0% | +345.4% | +270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling