+6,046.1%
CRH vs IFF
+825.7%
+5,220.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -6.1% | -3.2% | -2.9% | -4.9% |
| 30D | -9.3% | -0.3% | -9.0% | -9.2% |
| 3M | -15.2% | +8.4% | -23.6% | -18.0% |
| 6M | -14.2% | +23.0% | -37.2% | -21.4% |
| YTD | -28.3% | +25.5% | -53.7% | -35.0% |
| 1Y | -21.8% | +29.1% | -50.8% | -30.2% |
| 3Y | +71.6% | +31.7% | +40.0% | +49.3% |
| 5Y | +96.6% | -35.2% | +131.8% | +117.6% |
| 10Y | +253.8% | -20.7% | +274.6% | +248.7% |
| All | +6,046.1% | +825.7% | +5,220.4% | +3,633.5% |
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