+64.1%
COP vs ICE
+17.9%
+46.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +4.4% | +3.6% | +0.8% | +4.1% |
| 30D | 0.0% | +15.1% | -15.1% | -1.5% |
| 3M | +15.0% | +15.4% | -0.3% | +13.3% |
| 6M | +22.0% | +16.1% | +5.9% | +19.7% |
| YTD | +55.3% | +11.4% | +44.0% | +49.5% |
| 1Y | +64.1% | +18.5% | +45.7% | +53.5% |
| All | +64.1% | +17.9% | +46.2% | +53.5% |
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