+225.0%
CP vs IFF
-20.3%
+245.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -2.6% | -3.2% | +0.6% | -1.6% |
| 30D | -3.7% | -0.3% | -3.4% | -3.7% |
| 3M | +0.1% | +8.4% | -8.3% | -2.9% |
| 6M | +7.8% | +23.0% | -15.2% | -0.5% |
| YTD | +21.7% | +25.5% | -3.8% | +11.3% |
| 1Y | +18.6% | +29.1% | -10.4% | +7.1% |
| 3Y | +17.5% | +31.7% | -14.1% | +3.7% |
| 5Y | +35.4% | -35.2% | +70.6% | +47.7% |
| All | +225.0% | -20.3% | +245.3% | +209.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling