+41.0%
CLS vs IFF
+33.4%
+7.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.6% |
| 7D | +10.9% | -3.2% | +14.1% | +10.9% |
| 30D | +2.1% | -0.3% | +2.4% | +2.0% |
| 3M | -10.2% | +8.4% | -18.6% | -10.0% |
| 6M | +30.4% | +23.0% | +7.3% | +31.0% |
| YTD | +17.2% | +25.5% | -8.2% | +19.7% |
| 1Y | +41.0% | +29.1% | +12.0% | +40.5% |
| All | +41.0% | +33.4% | +7.6% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling