+2,551.3%
ICE vs CAG
+82.0%
+2,469.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +3.2% | +6.6% | -3.5% | +0.8% |
| 30D | +12.9% | +13.9% | -1.0% | +7.7% |
| 3M | +17.5% | +4.0% | +13.5% | +15.5% |
| 6M | +14.0% | +10.0% | +4.0% | +9.3% |
| YTD | +10.0% | -6.1% | +16.1% | +10.4% |
| 1Y | +19.5% | -4.3% | +23.8% | +19.1% |
| 3Y | +66.8% | -34.6% | +101.3% | +86.8% |
| 5Y | +40.3% | -39.4% | +79.8% | +59.3% |
| 10Y | +249.7% | -34.2% | +283.9% | +247.9% |
| All | +2,551.3% | +82.0% | +2,469.3% | +844.8% |
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