+1,176.2%
CRL vs IFF
+415.5%
+760.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.4% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +5.0% | -0.3% | +5.3% | +5.0% |
| 3M | +50.6% | +18.6% | +32.0% | +40.7% |
| 6M | +60.9% | +17.4% | +43.6% | +49.1% |
| YTD | +40.7% | +28.5% | +12.3% | +25.3% |
| 1Y | +73.3% | +32.5% | +40.8% | +52.1% |
| 3Y | +40.6% | +34.1% | +6.5% | +20.4% |
| 5Y | -37.0% | -35.2% | -1.8% | -30.0% |
| 10Y | +244.3% | -21.1% | +265.4% | +236.0% |
| All | +1,176.2% | +415.5% | +760.7% | +489.6% |
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 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