+73.2%
CVE vs IFF
+22.2%
+51.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | +5.9% | -1.8% | +7.7% | +6.0% |
| 30D | -10.9% | -9.4% | -1.4% | -10.6% |
| 3M | -4.5% | -3.0% | -1.5% | -4.4% |
| 6M | -1.0% | +5.8% | -6.8% | -1.4% |
| YTD | +74.7% | +22.4% | +52.4% | +66.9% |
| 1Y | +65.8% | +23.0% | +42.8% | +57.9% |
| 3Y | +73.2% | +21.8% | +51.4% | +59.7% |
| All | +73.2% | +22.2% | +51.0% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling