+466.0%
CVS vs ICE
+2,331.7%
-1,865.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +4.0% | -0.7% | +4.6% | +4.1% |
| 30D | -2.4% | +7.6% | -10.0% | -4.0% |
| 3M | +2.7% | +13.9% | -11.3% | -0.5% |
| 6M | +21.9% | -2.4% | +24.2% | +22.0% |
| YTD | +24.7% | +0.3% | +24.5% | +23.9% |
| 1Y | +35.4% | -6.4% | +41.9% | +36.4% |
| 3Y | +65.2% | +43.1% | +22.1% | +50.9% |
| 5Y | +30.5% | +42.1% | -11.6% | +18.5% |
| 10Y | +40.4% | +220.9% | -180.6% | +7.4% |
| All | +466.0% | +2,331.7% | -1,865.7% | +221.9% |
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