+107.8%
CVE vs IFF
+31.7%
+76.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.3% |
| 7D | +2.0% | -3.0% | +5.0% | +1.0% |
| 30D | +13.2% | -0.9% | +14.1% | +13.0% |
| 3M | +21.7% | +11.8% | +9.8% | +26.3% |
| 6M | +48.4% | +16.5% | +31.8% | +57.9% |
| YTD | +100.1% | +26.5% | +73.6% | +112.2% |
| 1Y | +107.8% | +32.7% | +75.1% | +120.9% |
| All | +107.8% | +31.7% | +76.1% | +120.9% |
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