+11.9%
COST vs ICE
+21.0%
-9.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.3% | +2.1% |
| 7D | +6.6% | +12.2% | -5.5% | +4.1% |
| 30D | +13.5% | +15.0% | -1.5% | +10.2% |
| 3M | +10.6% | +17.6% | -7.1% | +6.9% |
| 6M | +3.6% | +12.6% | -9.0% | +0.1% |
| YTD | +22.1% | +9.1% | +13.0% | +16.9% |
| 1Y | +11.9% | +20.6% | -8.7% | +7.8% |
| All | +11.9% | +21.0% | -9.1% | +7.8% |
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