+459.7%
CMS vs IFF
+856.0%
-396.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -1.8% | +2.2% | +0.8% |
| 30D | -3.6% | -2.0% | -1.6% | -3.2% |
| 3M | -1.9% | +18.5% | -20.5% | -6.5% |
| 6M | -11.0% | +11.7% | -22.6% | -14.6% |
| YTD | +0.2% | +29.6% | -29.4% | -7.7% |
| 1Y | -1.3% | +35.0% | -36.3% | -10.3% |
| 3Y | +35.9% | +32.3% | +3.7% | +21.9% |
| 5Y | +23.1% | -34.6% | +57.6% | +29.4% |
| 10Y | +117.9% | -20.6% | +138.5% | +106.3% |
| All | +459.7% | +856.0% | -396.4% | +153.4% |
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