+7.1%
CRM vs IFF
+34.4%
-27.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -2.0% |
| 7D | +1.3% | -1.8% | +3.1% | +1.3% |
| 30D | +34.3% | -2.0% | +36.3% | +34.2% |
| 3M | +37.7% | +18.5% | +19.2% | +38.9% |
| 6M | +34.9% | +11.7% | +23.3% | +36.9% |
| YTD | -1.6% | +29.6% | -31.2% | -3.0% |
| 1Y | +7.1% | +35.0% | -27.8% | +6.0% |
| All | +7.1% | +34.4% | -27.3% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling