+28.7%
COP vs ICE
+64.7%
-36.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -8.4% | +1.0% | -9.4% | -8.6% |
| 30D | +0.3% | +11.4% | -11.1% | -1.5% |
| 3M | +15.1% | +16.2% | -1.1% | +12.2% |
| 6M | +19.8% | +12.5% | +7.3% | +17.2% |
| YTD | +46.8% | +8.6% | +38.3% | +43.9% |
| 1Y | +59.7% | +18.4% | +41.4% | +53.5% |
| 3Y | +28.7% | +66.4% | -37.7% | +15.9% |
| All | +28.7% | +64.7% | -36.0% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling