+143.5%
CVE vs IFF
-10.8%
+154.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +0.1% | -5.7% | +5.8% | +2.0% |
| 30D | -10.8% | -2.7% | -8.1% | -10.1% |
| 3M | -4.3% | -2.3% | -2.0% | -3.9% |
| 6M | -1.5% | +6.0% | -7.5% | -5.1% |
| YTD | +70.7% | +24.6% | +46.1% | +50.2% |
| 1Y | +58.1% | +29.4% | +28.7% | +36.5% |
| 3Y | +69.8% | +23.1% | +46.7% | +44.9% |
| 5Y | +148.9% | -37.2% | +186.1% | +181.0% |
| 10Y | +143.5% | -10.8% | +154.3% | +139.4% |
| All | +143.5% | -10.8% | +154.3% | +139.4% |
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