+5,401.4%
CL vs IFF
+825.2%
+4,576.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +2.6% | -9.8% | +12.4% | +5.7% |
| 30D | +11.8% | -1.6% | +13.4% | +12.2% |
| 3M | +5.9% | -1.8% | +7.7% | +6.3% |
| 6M | +13.3% | +3.6% | +9.7% | +11.4% |
| YTD | +27.1% | +25.4% | +1.7% | +17.0% |
| 1Y | +28.0% | +35.4% | -7.4% | +15.0% |
| 3Y | +39.4% | +23.9% | +15.5% | +26.1% |
| 5Y | +40.8% | -37.1% | +77.9% | +51.7% |
| 10Y | +84.9% | -10.3% | +95.2% | +65.4% |
| All | +5,401.4% | +825.2% | +4,576.2% | +1,479.4% |
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