+335.9%
COP vs ICE
+218.8%
+117.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | +11.7% | +4.0% | +7.8% | +9.2% |
| 3M | +17.7% | +11.0% | +6.7% | +10.5% |
| 6M | +18.3% | -5.0% | +23.3% | +20.4% |
| YTD | +49.1% | -2.7% | +51.8% | +48.3% |
| 1Y | +53.3% | -8.6% | +61.9% | +57.8% |
| 3Y | +22.2% | +41.4% | -19.2% | -6.5% |
| 5Y | +193.3% | +39.9% | +153.5% | +119.2% |
| All | +335.9% | +218.8% | +117.1% | +103.2% |
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 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