+104.7%
COST vs ICE
+38.6%
+66.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.5% | -5.3% | +2.8% | -0.2% |
| 30D | -4.4% | +3.0% | -7.5% | -5.7% |
| 3M | -8.1% | +11.4% | -19.5% | -12.4% |
| 6M | -9.2% | -2.0% | -7.2% | -8.9% |
| YTD | +5.1% | -3.1% | +8.2% | +5.4% |
| 1Y | -5.1% | -8.4% | +3.3% | -2.4% |
| 3Y | +70.4% | +40.7% | +29.6% | +38.9% |
| 5Y | +104.7% | +40.0% | +64.8% | +60.9% |
| All | +104.7% | +38.6% | +66.1% | +60.9% |
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