+3,616.8%
CLS vs IFF
-36.2%
+3,653.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +5.0% | -2.8% | +7.8% | +5.8% |
| 30D | +4.8% | -1.1% | +5.9% | +4.9% |
| 3M | -10.4% | +13.8% | -24.2% | -14.4% |
| 6M | +20.8% | +16.7% | +4.1% | +13.4% |
| YTD | +10.0% | +26.1% | -16.1% | -0.1% |
| 1Y | +28.5% | +33.5% | -5.0% | +13.3% |
| 3Y | +1,292.2% | +31.6% | +1,260.6% | +1,079.3% |
| 5Y | +3,616.8% | -34.9% | +3,651.7% | +4,254.6% |
| All | +3,616.8% | -36.2% | +3,653.0% | +4,254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling