+1,398.1%
CPAY vs IFF
+114.5%
+1,283.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -2.0% | -3.2% | +1.2% | -0.6% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +16.4% | +8.4% | +7.9% | +11.5% |
| 6M | +23.5% | +23.0% | +0.5% | +10.2% |
| YTD | +35.7% | +25.5% | +10.2% | +18.9% |
| 1Y | +30.2% | +29.1% | +1.1% | +12.2% |
| 3Y | +49.7% | +31.7% | +18.1% | +25.3% |
| 5Y | +56.6% | -35.2% | +91.8% | +77.3% |
| 10Y | +153.8% | -20.7% | +174.5% | +140.9% |
| All | +1,398.1% | +114.5% | +1,283.5% | +758.3% |
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