+4,850.5%
CL vs IFF
+856.0%
+3,994.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -2.2% | -1.8% | -0.4% | -1.6% |
| 30D | -4.8% | -2.0% | -2.9% | -4.3% |
| 3M | +4.9% | +18.5% | -13.6% | -0.8% |
| 6M | -5.7% | +11.7% | -17.4% | -9.8% |
| YTD | +14.4% | +29.6% | -15.2% | +4.4% |
| 1Y | +8.7% | +35.0% | -26.2% | -2.2% |
| 3Y | +30.0% | +32.3% | -2.3% | +15.1% |
| 5Y | +28.4% | -34.6% | +62.9% | +36.5% |
| 10Y | +50.1% | -20.6% | +70.7% | +40.5% |
| All | +4,850.5% | +856.0% | +3,994.4% | +1,309.0% |
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