+5,760.6%
CRM vs IFF
+269.0%
+5,491.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.2% |
| 7D | -4.4% | -3.2% | -1.3% | -2.9% |
| 30D | +28.1% | -0.3% | +28.4% | +28.3% |
| 3M | +48.8% | +8.4% | +40.4% | +42.4% |
| 6M | +28.3% | +23.0% | +5.2% | +11.4% |
| YTD | -6.0% | +25.5% | -31.5% | -19.9% |
| 1Y | +1.4% | +29.1% | -27.6% | -15.3% |
| 3Y | +11.8% | +31.7% | -19.8% | -12.2% |
| 5Y | -2.0% | -35.2% | +33.2% | +10.3% |
| 10Y | +239.6% | -20.7% | +260.3% | +196.6% |
| All | +5,760.6% | +269.0% | +5,491.6% | +1,511.7% |
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