+213.7%
ICE vs CAG
-36.2%
+249.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -2.4% | -5.7% | +3.3% | -1.4% |
| 30D | +4.0% | -2.4% | +6.4% | +4.4% |
| 3M | +13.7% | +9.8% | +3.9% | +11.5% |
| 6M | +0.9% | -10.8% | +11.8% | +2.6% |
| YTD | -2.1% | -10.8% | +8.7% | -0.9% |
| 1Y | -9.5% | -19.0% | +9.4% | -6.8% |
| 3Y | +42.1% | -39.7% | +81.8% | +53.3% |
| 5Y | +41.4% | -43.0% | +84.4% | +53.5% |
| All | +213.7% | -36.2% | +249.8% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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