+1,249.5%
CLS vs IFF
+29.7%
+1,219.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +5.0% | -2.8% | +7.8% | +5.4% |
| 30D | +4.8% | -1.1% | +5.9% | +4.9% |
| 3M | -10.4% | +13.8% | -24.2% | -12.6% |
| 6M | +20.8% | +16.7% | +4.1% | +16.6% |
| YTD | +10.0% | +26.1% | -16.1% | +3.9% |
| 1Y | +28.5% | +33.5% | -5.0% | +19.0% |
| All | +1,249.5% | +29.7% | +1,219.8% | +1,077.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling