+5,390.8%
CL vs IFF
+794.2%
+4,596.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | -0.8% | -6.9% | +6.1% | +1.3% |
| 30D | +9.5% | -8.9% | +18.3% | +12.5% |
| 3M | +6.6% | -3.7% | +10.3% | +7.7% |
| 6M | +13.2% | +3.5% | +9.8% | +11.4% |
| YTD | +26.9% | +21.2% | +5.7% | +18.0% |
| 1Y | +27.6% | +25.6% | +2.0% | +17.3% |
| 3Y | +39.1% | +19.7% | +19.4% | +27.2% |
| 5Y | +41.3% | -39.8% | +81.1% | +54.3% |
| 10Y | +83.9% | -13.2% | +97.2% | +66.2% |
| All | +5,390.8% | +794.2% | +4,596.6% | +1,492.4% |
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