+40.9%
ICE vs CAH
+505.3%
-464.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +3.6% | +3.5% | +0.2% | +3.0% |
| 30D | +15.1% | +13.5% | +1.6% | +12.4% |
| 3M | +15.4% | +21.8% | -6.5% | +11.2% |
| 6M | +16.1% | +51.5% | -35.4% | +7.4% |
| YTD | +11.4% | +38.1% | -26.7% | +4.5% |
| 1Y | +18.5% | +37.7% | -19.2% | +11.2% |
| 3Y | +70.5% | +179.6% | -109.1% | +36.6% |
| All | +40.9% | +505.3% | -464.4% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling