-46.7%
CPB vs IFF
-20.3%
-26.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.8% | -3.2% | +1.4% | -1.3% |
| 30D | -7.1% | -0.3% | -6.8% | -7.0% |
| 3M | -6.0% | +8.4% | -14.5% | -7.3% |
| 6M | -5.3% | +23.0% | -28.3% | -8.7% |
| YTD | -20.8% | +25.5% | -46.3% | -23.9% |
| 1Y | -33.8% | +29.1% | -62.9% | -36.7% |
| 3Y | -43.7% | +31.7% | -75.4% | -46.5% |
| 5Y | -40.7% | -35.2% | -5.5% | -39.3% |
| All | -46.7% | -20.3% | -26.5% | -49.8% |
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 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