+130.7%
C vs ICE
+42.3%
+88.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.6% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | +0.1% | +7.6% | -7.6% | -3.2% |
| 3M | +2.4% | +13.9% | -11.5% | -3.7% |
| 6M | +24.9% | -2.4% | +27.3% | +25.9% |
| YTD | +19.8% | +0.3% | +19.5% | +18.5% |
| 1Y | +44.9% | -6.4% | +51.3% | +48.3% |
| 3Y | +263.0% | +43.1% | +219.9% | +200.5% |
| All | +130.7% | +42.3% | +88.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling