+238.9%
CRM vs IFF
-20.3%
+259.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.1% |
| 7D | -4.4% | -3.2% | -1.3% | -3.5% |
| 30D | +28.1% | -0.3% | +28.4% | +28.2% |
| 3M | +48.8% | +8.4% | +40.4% | +44.9% |
| 6M | +28.3% | +23.0% | +5.2% | +17.6% |
| YTD | -6.0% | +25.5% | -31.5% | -14.9% |
| 1Y | +1.4% | +29.1% | -27.6% | -9.3% |
| 3Y | +11.8% | +31.7% | -19.8% | -3.9% |
| 5Y | -2.0% | -35.2% | +33.2% | +8.4% |
| All | +238.9% | -20.3% | +259.2% | +228.5% |
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 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