+54.0%
CVE vs IFF
+34.5%
+19.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | -0.1% |
| 7D | -10.0% | -9.8% | -0.2% | -12.7% |
| 30D | -11.9% | -1.6% | -10.2% | -12.0% |
| 3M | -5.9% | -1.8% | -4.2% | -6.0% |
| 6M | -1.6% | +3.6% | -5.2% | +1.5% |
| YTD | +66.3% | +25.4% | +40.9% | +75.8% |
| All | +54.0% | +34.5% | +19.4% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling