+3,571.8%
CRM vs ICE
+2,249.6%
+1,322.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -8.1% | -5.3% | -2.8% | -6.0% |
| 30D | +23.1% | +3.0% | +20.0% | +21.6% |
| 3M | +42.5% | +11.4% | +31.1% | +36.4% |
| 6M | +25.3% | -2.0% | +27.4% | +26.2% |
| YTD | -7.8% | -3.1% | -4.7% | -6.9% |
| 1Y | +1.0% | -8.4% | +9.4% | +4.1% |
| 3Y | +10.0% | +40.7% | -30.7% | -5.4% |
| 5Y | -3.9% | +40.0% | -43.8% | -16.7% |
| 10Y | +233.2% | +213.5% | +19.6% | +113.3% |
| All | +3,571.8% | +2,249.6% | +1,322.2% | +1,475.9% |
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 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