+60.7%
COP vs ICE
+21.0%
+39.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.3% | -7.5% | -5.4% |
| 7D | -8.1% | +12.2% | -20.3% | -9.3% |
| 30D | +6.7% | +15.0% | -8.3% | +5.1% |
| 3M | +16.9% | +17.6% | -0.7% | +15.0% |
| 6M | +11.2% | +12.6% | -1.4% | +9.4% |
| YTD | +49.5% | +9.1% | +40.4% | +44.4% |
| 1Y | +60.7% | +20.6% | +40.1% | +50.8% |
| All | +60.7% | +21.0% | +39.7% | +50.8% |
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