+340.4%
CG vs IFF
+96.7%
+243.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -3.2% | -0.3% | -2.8% | -3.1% |
| 3M | +6.2% | +18.6% | -12.3% | -2.6% |
| 6M | -4.7% | +17.4% | -22.0% | -13.4% |
| YTD | -20.6% | +28.5% | -49.1% | -31.3% |
| 1Y | -26.4% | +32.5% | -58.9% | -37.5% |
| 3Y | +55.4% | +34.1% | +21.3% | +27.4% |
| 5Y | +9.8% | -35.2% | +45.0% | +26.4% |
| 10Y | +341.4% | -21.1% | +362.4% | +333.4% |
| All | +340.4% | +96.7% | +243.7% | +197.8% |
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