+23.0%
C vs ICE
+20.2%
+2.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -0.4% | +3.2% | -3.5% | -0.9% |
| 30D | -5.2% | +12.9% | -18.1% | -7.1% |
| 3M | -9.1% | +17.5% | -26.6% | -11.5% |
| 6M | -1.6% | +14.0% | -15.6% | -2.6% |
| YTD | +6.9% | +10.0% | -3.1% | +4.8% |
| 1Y | +23.0% | +19.5% | +3.4% | +13.7% |
| All | +23.0% | +20.2% | +2.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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