+3,419.7%
CLS vs IFF
+280.3%
+3,139.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +6.0% |
| 7D | +12.8% | -0.2% | +13.0% | +12.8% |
| 30D | +3.8% | -0.3% | +4.1% | +3.7% |
| 3M | -14.6% | +18.6% | -33.2% | -21.8% |
| 6M | +32.2% | +17.4% | +14.9% | +19.8% |
| YTD | +11.6% | +28.5% | -16.9% | -3.8% |
| 1Y | +35.1% | +32.5% | +2.5% | +13.6% |
| 3Y | +1,312.5% | +34.1% | +1,278.5% | +1,039.7% |
| 5Y | +3,542.1% | -35.2% | +3,577.2% | +3,945.3% |
| 10Y | +2,944.0% | -21.1% | +2,965.1% | +2,773.8% |
| All | +3,419.7% | +280.3% | +3,139.4% | +1,292.4% |
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