+19,339.2%
CMI vs IFF
+825.7%
+18,513.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -0.7% | -3.2% | +2.5% | +0.9% |
| 30D | -12.4% | -0.3% | -12.1% | -12.4% |
| 3M | -14.8% | +8.4% | -23.2% | -19.3% |
| 6M | +0.8% | +23.0% | -22.2% | -11.6% |
| YTD | +10.2% | +25.5% | -15.3% | -4.9% |
| 1Y | +37.4% | +29.1% | +8.4% | +16.1% |
| 3Y | +153.3% | +31.7% | +121.6% | +104.4% |
| 5Y | +167.6% | -35.2% | +202.8% | +198.2% |
| 10Y | +514.4% | -20.7% | +535.1% | +454.3% |
| All | +19,339.2% | +825.7% | +18,513.5% | +5,106.8% |
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