+325.0%
COP vs ICE
+258.7%
+66.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.4% |
| 7D | +0.7% | +3.2% | -2.6% | -1.0% |
| 30D | +0.2% | +14.7% | -14.5% | -7.1% |
| 3M | +10.2% | +19.8% | -9.6% | -0.4% |
| 6M | +20.1% | +15.2% | +4.9% | +10.3% |
| YTD | +50.5% | +12.7% | +37.9% | +38.2% |
| 1Y | +56.8% | +20.4% | +36.4% | +38.3% |
| 3Y | +30.3% | +70.8% | -40.5% | -10.4% |
| 5Y | +126.8% | +43.9% | +82.9% | +71.1% |
| 10Y | +325.0% | +264.8% | +60.2% | +82.7% |
| All | +325.0% | +258.7% | +66.3% | +82.7% |
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