+256.0%
COF vs ICE
+2,260.0%
-2,004.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.3% |
| 30D | -3.4% | +4.0% | -7.3% | -5.2% |
| 3M | +15.4% | +11.0% | +4.4% | +9.1% |
| 6M | +14.4% | -5.0% | +19.4% | +16.3% |
| YTD | -12.0% | -2.7% | -9.3% | -11.9% |
| 1Y | -3.7% | -8.6% | +4.9% | -0.8% |
| 3Y | +121.1% | +41.4% | +79.7% | +82.9% |
| 5Y | +47.8% | +39.9% | +8.0% | +21.7% |
| 10Y | +250.3% | +214.9% | +35.4% | +99.8% |
| All | +256.0% | +2,260.0% | -2,004.0% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling