+606.1%
COST vs ICE
+220.6%
+385.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.3% |
| 30D | -4.7% | +4.0% | -8.7% | -6.3% |
| 3M | -7.1% | +13.7% | -20.8% | -12.0% |
| 6M | -8.5% | +0.9% | -9.5% | -9.3% |
| YTD | +5.4% | -2.1% | +7.5% | +5.2% |
| 1Y | -5.6% | -9.5% | +3.9% | -2.8% |
| 3Y | +68.5% | +42.1% | +26.4% | +42.3% |
| 5Y | +105.2% | +41.4% | +63.9% | +71.3% |
| All | +606.1% | +220.6% | +385.4% | +381.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling