+9,501.6%
CRS vs IFF
+825.7%
+8,675.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -6.8% | -3.2% | -3.6% | -5.1% |
| 30D | -16.1% | -0.3% | -15.8% | -16.2% |
| 3M | -21.2% | +8.4% | -29.6% | -25.5% |
| 6M | +8.7% | +23.0% | -14.3% | -5.1% |
| YTD | +41.0% | +25.5% | +15.5% | +20.9% |
| 1Y | +82.7% | +29.1% | +53.6% | +53.1% |
| 3Y | +604.8% | +31.7% | +573.1% | +455.4% |
| 5Y | +1,384.7% | -35.2% | +1,419.9% | +1,586.2% |
| 10Y | +1,362.3% | -20.7% | +1,383.1% | +1,361.3% |
| All | +9,501.6% | +825.7% | +8,675.9% | +3,835.5% |
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 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