+64.9%
CLBK vs IFF
-27.0%
+91.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.5% | -3.2% | +1.7% | -0.7% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +22.9% | +8.4% | +14.5% | +20.0% |
| 6M | +44.2% | +23.0% | +21.2% | +35.3% |
| YTD | +64.0% | +25.5% | +38.5% | +52.5% |
| 1Y | +65.7% | +29.1% | +36.6% | +52.6% |
| 3Y | +54.1% | +31.7% | +22.4% | +38.6% |
| 5Y | +44.7% | -35.2% | +79.9% | +53.0% |
| All | +64.9% | -27.0% | +91.9% | +56.7% |
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