+448.6%
COP vs ICE
+2,568.3%
-2,119.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -6.1% | +3.2% | -9.3% | -7.1% |
| 30D | +1.1% | +12.9% | -11.8% | -3.0% |
| 3M | +10.9% | +17.5% | -6.6% | +4.9% |
| 6M | +20.8% | +14.0% | +6.8% | +15.0% |
| YTD | +48.0% | +10.0% | +38.0% | +41.7% |
| 1Y | +58.5% | +19.5% | +39.0% | +47.6% |
| 3Y | +28.1% | +66.8% | -38.6% | +5.7% |
| 5Y | +120.5% | +40.3% | +80.1% | +90.7% |
| 10Y | +310.1% | +249.7% | +60.4% | +168.8% |
| All | +448.6% | +2,568.3% | -2,119.7% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling