+29.6%
CL vs IFF
+33.6%
-4.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +3.3% | +18.6% | -15.2% | -0.7% |
| 6M | -4.4% | +17.4% | -21.7% | -8.3% |
| YTD | +13.9% | +28.5% | -14.6% | +7.3% |
| 1Y | +7.6% | +32.5% | -24.9% | +0.7% |
| 3Y | +29.6% | +34.1% | -4.5% | +24.1% |
| All | +29.6% | +33.6% | -4.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling