+1,323.2%
CRS vs IFF
-20.3%
+1,343.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -6.8% | -3.2% | -3.6% | -5.2% |
| 30D | -16.1% | -0.3% | -15.8% | -16.2% |
| 3M | -21.2% | +8.4% | -29.6% | -25.4% |
| 6M | +8.7% | +23.0% | -14.3% | -5.1% |
| YTD | +41.0% | +25.5% | +15.5% | +20.8% |
| 1Y | +82.7% | +29.1% | +53.6% | +52.9% |
| 3Y | +604.8% | +31.7% | +573.1% | +443.6% |
| 5Y | +1,384.7% | -35.2% | +1,419.9% | +1,646.8% |
| All | +1,323.2% | -20.3% | +1,343.5% | +1,327.9% |
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