+68.5%
ICE vs CAG
-34.3%
+102.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +3.2% | +6.6% | -3.5% | +2.2% |
| 30D | +12.9% | +13.9% | -1.0% | +11.0% |
| 3M | +17.5% | +4.0% | +13.5% | +16.6% |
| 6M | +14.0% | +10.0% | +4.0% | +12.1% |
| YTD | +10.0% | -6.1% | +16.1% | +8.9% |
| 1Y | +19.5% | -4.3% | +23.8% | +18.1% |
| All | +68.5% | -34.3% | +102.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling