+213.7%
ICE vs CAH
+294.8%
-81.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.4% | -5.1% | +2.7% | -1.3% |
| 30D | +4.0% | +0.2% | +3.8% | +3.9% |
| 3M | +13.7% | +6.3% | +7.4% | +12.0% |
| 6M | +0.9% | +9.4% | -8.5% | -1.3% |
| YTD | -2.1% | +15.0% | -17.1% | -5.6% |
| 1Y | -9.5% | +55.4% | -65.0% | -18.7% |
| 3Y | +42.1% | +173.8% | -131.7% | +10.9% |
| 5Y | +41.4% | +395.2% | -353.8% | -5.2% |
| All | +213.7% | +294.8% | -81.2% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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