+11.8%
CRM vs ICE
+41.6%
-29.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -4.4% | -2.4% | -2.0% | -3.3% |
| 30D | +28.1% | +4.0% | +24.1% | +25.9% |
| 3M | +48.8% | +13.7% | +35.2% | +40.3% |
| 6M | +28.3% | +0.9% | +27.3% | +27.2% |
| YTD | -6.0% | -2.1% | -3.9% | -5.7% |
| 1Y | +1.4% | -9.5% | +10.9% | +5.4% |
| 3Y | +11.8% | +42.1% | -30.2% | -8.2% |
| All | +11.8% | +41.6% | -29.7% | -8.2% |
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