+15.1%
CLF vs IFF
+5.0%
+10.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | +10.4% | -1.8% | +12.2% | +10.9% |
| 30D | +0.6% | -9.4% | +10.0% | +3.7% |
| 3M | +4.1% | -3.0% | +7.1% | +5.6% |
| 6M | +15.1% | +5.8% | +9.3% | +14.2% |
| All | +15.1% | +5.0% | +10.1% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling