+337.5%
COP vs ICE
+217.4%
+120.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +1.0% | -5.3% | +6.3% | +3.9% |
| 30D | +9.6% | +3.0% | +6.5% | +7.6% |
| 3M | +15.0% | +11.4% | +3.6% | +7.8% |
| 6M | +21.8% | -2.0% | +23.8% | +21.8% |
| YTD | +49.6% | -3.1% | +52.7% | +49.2% |
| 1Y | +49.9% | -8.4% | +58.3% | +54.0% |
| 3Y | +22.6% | +40.7% | -18.1% | -5.9% |
| 5Y | +193.6% | +40.0% | +153.7% | +119.1% |
| All | +337.5% | +217.4% | +120.1% | +104.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling