+670.7%
CLF vs IFF
+833.5%
-162.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.7% |
| 7D | -2.7% | -3.0% | +0.4% | -0.7% |
| 30D | -3.2% | -0.9% | -2.3% | -2.8% |
| 3M | -5.0% | +11.8% | -16.8% | -12.6% |
| 6M | +26.6% | +16.5% | +10.1% | +11.8% |
| YTD | -9.0% | +26.5% | -35.5% | -24.6% |
| 1Y | +11.8% | +32.7% | -20.9% | -11.1% |
| 3Y | -15.1% | +32.0% | -47.1% | -34.6% |
| 5Y | -48.2% | -36.1% | -12.1% | -38.7% |
| 10Y | +127.6% | -20.1% | +147.6% | +122.3% |
| All | +670.7% | +833.5% | -162.7% | +152.3% |
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