-38.1%
CRL vs IFF
-36.2%
-1.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -6.9% | -2.8% | -4.1% | -5.9% |
| 30D | -3.2% | -1.1% | -2.1% | -2.8% |
| 3M | +46.5% | +13.8% | +32.7% | +39.4% |
| 6M | +63.1% | +16.7% | +46.4% | +52.0% |
| YTD | +36.9% | +26.1% | +10.7% | +22.8% |
| 1Y | +78.1% | +33.5% | +44.6% | +55.8% |
| 3Y | +36.7% | +31.6% | +5.1% | +15.3% |
| 5Y | -38.1% | -34.9% | -3.2% | -29.0% |
| All | -38.1% | -36.2% | -1.8% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling