+320.2%
CVE vs IFF
-34.2%
+354.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.5% | -1.8% | +4.3% | +2.8% |
| 30D | +16.7% | -2.0% | +18.7% | +17.0% |
| 3M | +9.3% | +18.5% | -9.3% | +5.6% |
| 6M | +43.6% | +11.7% | +31.9% | +39.4% |
| YTD | +93.6% | +29.6% | +64.0% | +80.1% |
| 1Y | +98.8% | +35.0% | +63.8% | +82.2% |
| 3Y | +73.6% | +32.3% | +41.3% | +57.2% |
| All | +320.2% | -34.2% | +354.3% | +350.4% |
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