+706.4%
CLF vs IFF
+802.8%
-96.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.8% |
| 7D | +10.4% | -1.8% | +12.2% | +11.6% |
| 30D | +0.6% | -9.4% | +10.0% | +6.8% |
| 3M | +4.1% | -3.0% | +7.1% | +5.6% |
| 6M | +15.1% | +5.8% | +9.3% | +9.3% |
| YTD | -4.7% | +22.4% | -27.1% | -19.6% |
| 1Y | +20.4% | +23.0% | -2.7% | +0.8% |
| 3Y | -23.4% | +21.8% | -45.1% | -37.8% |
| 5Y | -43.3% | -39.2% | -4.0% | -30.4% |
| 10Y | +80.5% | -12.4% | +92.9% | +66.3% |
| All | +706.4% | +802.8% | -96.4% | +168.8% |
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