+65.8%
CVE vs IFF
+27.0%
+38.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.9% |
| 7D | +5.9% | -1.8% | +7.7% | +5.4% |
| 30D | -10.9% | -9.4% | -1.4% | -13.2% |
| 3M | -4.5% | -3.0% | -1.5% | -4.8% |
| 6M | -1.0% | +5.8% | -6.8% | +2.4% |
| YTD | +74.7% | +22.4% | +52.4% | +82.5% |
| 1Y | +65.8% | +23.0% | +42.8% | +73.8% |
| All | +65.8% | +27.0% | +38.8% | +73.8% |
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