+2,611.8%
COST vs ICE
+2,260.0%
+351.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | -5.3% | +4.0% | -9.2% | -6.1% |
| 3M | -6.7% | +11.0% | -17.6% | -8.8% |
| 6M | -9.9% | -5.0% | -5.0% | -9.2% |
| YTD | +5.1% | -2.7% | +7.8% | +5.3% |
| 1Y | -7.3% | -8.6% | +1.3% | -6.0% |
| 3Y | +70.4% | +41.4% | +29.0% | +57.1% |
| 5Y | +104.4% | +39.9% | +64.6% | +88.3% |
| 10Y | +609.0% | +214.9% | +394.1% | +454.8% |
| All | +2,611.8% | +2,260.0% | +351.8% | +1,561.5% |
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