+377.3%
CSCO vs ICE
+215.5%
+161.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | 0.0% | -0.9% | +0.8% | +0.2% |
| 30D | -10.7% | +4.0% | -14.7% | -12.4% |
| 3M | -8.7% | +11.0% | -19.7% | -13.5% |
| 6M | +44.9% | -5.0% | +49.9% | +46.9% |
| YTD | +44.1% | -2.7% | +46.8% | +43.6% |
| 1Y | +65.9% | -8.6% | +74.5% | +69.8% |
| 3Y | +109.0% | +41.4% | +67.7% | +70.1% |
| 5Y | +114.8% | +39.9% | +74.9% | +72.3% |
| 10Y | +377.3% | +214.9% | +162.4% | +176.2% |
| All | +377.3% | +215.5% | +161.8% | +176.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling