+56.8%
COP vs ICE
+21.8%
+35.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | +0.7% | +3.2% | -2.6% | +0.4% |
| 30D | +0.2% | +14.7% | -14.5% | -1.1% |
| 3M | +10.2% | +19.8% | -9.6% | +8.3% |
| 6M | +20.1% | +15.2% | +4.9% | +17.9% |
| YTD | +50.5% | +12.7% | +37.9% | +45.0% |
| 1Y | +56.8% | +20.4% | +36.4% | +47.6% |
| All | +56.8% | +21.8% | +35.0% | +47.6% |
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