+135.5%
CVE vs IFF
-34.6%
+170.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.8% | 0.0% |
| 7D | -16.1% | -11.2% | -5.0% | -14.7% |
| 30D | -10.4% | -1.8% | -8.6% | -10.2% |
| 3M | -2.4% | -1.8% | -0.5% | -2.2% |
| 6M | -4.4% | +0.6% | -5.1% | -5.0% |
| YTD | +64.9% | +24.6% | +40.4% | +54.4% |
| 1Y | +66.0% | +34.4% | +31.6% | +51.8% |
| 3Y | +57.7% | +22.1% | +35.6% | +45.4% |
| All | +135.5% | -34.6% | +170.1% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling