+5.6%
CVS vs ICE
+21.0%
-15.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.3% | -14.9% | -12.5% |
| 7D | -11.1% | +12.2% | -23.3% | -11.4% |
| 30D | -7.4% | +15.0% | -22.4% | -7.7% |
| 3M | -22.9% | +17.6% | -40.5% | -23.2% |
| 6M | -1.2% | +12.6% | -13.8% | -0.9% |
| YTD | +3.9% | +9.1% | -5.3% | +3.3% |
| 1Y | +5.6% | +20.6% | -15.0% | -1.2% |
| All | +5.6% | +21.0% | -15.5% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling