+43.1%
COF vs ICE
+40.4%
+2.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -5.1% | -2.4% | -2.8% | -4.0% |
| 30D | -6.0% | +4.0% | -10.0% | -7.9% |
| 3M | +14.8% | +13.7% | +1.2% | +7.3% |
| 6M | +15.3% | +0.9% | +14.4% | +14.2% |
| YTD | -13.0% | -2.1% | -10.9% | -13.0% |
| 1Y | -5.7% | -9.5% | +3.8% | -1.6% |
| 3Y | +118.1% | +42.1% | +76.0% | +76.0% |
| All | +43.1% | +40.4% | +2.7% | +8.2% |
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