+329.9%
COP vs ICE
+258.3%
+71.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.4% |
| 7D | +3.4% | +2.2% | +1.2% | +2.2% |
| 30D | -0.6% | +13.7% | -14.3% | -7.5% |
| 3M | +10.8% | +17.9% | -7.2% | +0.9% |
| 6M | +19.6% | +15.0% | +4.7% | +9.9% |
| YTD | +52.9% | +10.9% | +42.0% | +41.5% |
| 1Y | +62.2% | +17.0% | +45.2% | +45.4% |
| 3Y | +32.4% | +68.2% | -35.8% | -8.3% |
| 5Y | +129.7% | +40.4% | +89.3% | +75.9% |
| All | +329.9% | +258.3% | +71.6% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling