+68.0%
COST vs ICE
+40.2%
+27.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.5% | -5.3% | +2.8% | -0.8% |
| 30D | -4.4% | +3.0% | -7.5% | -5.3% |
| 3M | -8.1% | +11.4% | -19.5% | -11.3% |
| 6M | -9.2% | -2.0% | -7.2% | -9.0% |
| YTD | +5.1% | -3.1% | +8.2% | +5.1% |
| 1Y | -5.1% | -8.4% | +3.3% | -3.0% |
| All | +68.0% | +40.2% | +27.9% | +44.6% |
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