+62.0%
CVE vs IFF
+26.2%
+35.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +0.9% |
| 7D | +4.6% | -6.9% | +11.6% | +2.6% |
| 30D | -12.0% | -8.9% | -3.1% | -14.1% |
| 3M | -3.8% | -3.7% | -0.1% | -4.2% |
| 6M | -2.7% | +3.5% | -6.2% | 0.0% |
| YTD | +73.6% | +21.2% | +52.4% | +81.9% |
| 1Y | +62.0% | +25.6% | +36.4% | +70.8% |
| All | +62.0% | +26.2% | +35.9% | +70.8% |
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