+4,534.0%
CNC vs IFF
+384.9%
+4,149.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -0.9% | -3.2% | +2.2% | +0.3% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | +4.5% | +8.4% | -3.9% | +1.0% |
| 6M | +85.2% | +23.0% | +62.2% | +67.7% |
| YTD | +61.4% | +25.5% | +35.9% | +44.2% |
| 1Y | +94.9% | +29.1% | +65.8% | +71.4% |
| 3Y | 0.0% | +31.7% | -31.7% | -16.2% |
| 5Y | +11.2% | -35.2% | +46.4% | +20.2% |
| 10Y | +98.7% | -20.7% | +119.4% | +81.2% |
| All | +4,534.0% | +384.9% | +4,149.0% | +1,500.3% |
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