+2,583.6%
ICE vs CAG
+76.5%
+2,507.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.1% |
| 7D | +3.6% | -3.3% | +7.0% | +4.8% |
| 30D | +15.1% | +7.7% | +7.4% | +12.0% |
| 3M | +15.4% | -3.2% | +18.6% | +16.2% |
| 6M | +16.1% | +7.0% | +9.2% | +12.4% |
| YTD | +11.4% | -9.0% | +20.3% | +13.0% |
| 1Y | +18.5% | -9.6% | +28.1% | +20.4% |
| 3Y | +70.5% | -36.0% | +106.5% | +92.4% |
| 5Y | +40.9% | -40.9% | +81.8% | +61.2% |
| 10Y | +260.6% | -37.3% | +297.9% | +266.7% |
| All | +2,583.6% | +76.5% | +2,507.1% | +866.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling