+733.2%
CLF vs IFF
+794.2%
-61.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.2% |
| 7D | +16.0% | -6.9% | +22.9% | +21.1% |
| 30D | +1.6% | -8.9% | +10.5% | +7.5% |
| 3M | +6.7% | -3.7% | +10.4% | +8.8% |
| 6M | +21.1% | +3.5% | +17.7% | +16.7% |
| YTD | -1.6% | +21.2% | -22.8% | -16.4% |
| 1Y | +18.5% | +25.6% | -7.1% | -2.3% |
| 3Y | -21.0% | +19.7% | -40.8% | -35.1% |
| 5Y | -41.4% | -39.8% | -1.6% | -27.6% |
| 10Y | +86.5% | -13.2% | +99.8% | +72.9% |
| All | +733.2% | +794.2% | -61.0% | +179.5% |
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