+191.7%
COP vs ICE
+42.0%
+149.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | -0.8% | -1.2% | +0.3% | -0.6% |
| 30D | +15.6% | +5.0% | +10.6% | +13.9% |
| 3M | +14.3% | +13.9% | +0.5% | +9.7% |
| 6M | +17.0% | -4.4% | +21.4% | +18.2% |
| YTD | +47.4% | -1.9% | +49.4% | +47.0% |
| 1Y | +52.4% | -8.1% | +60.5% | +55.3% |
| 3Y | +20.8% | +42.5% | -21.7% | +2.6% |
| 5Y | +191.7% | +40.6% | +151.0% | +151.2% |
| All | +191.7% | +42.0% | +149.7% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling