+0.9%
ICE vs CAI
-14.7%
+15.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.5% |
| 7D | +3.6% | -8.7% | +12.3% | +3.9% |
| 30D | +15.1% | -23.8% | +38.9% | +15.7% |
| 3M | +15.4% | +3.9% | +11.5% | +14.4% |
| 6M | +16.1% | +56.8% | -40.7% | +12.9% |
| YTD | +11.4% | -14.6% | +26.0% | +9.5% |
| 1Y | +18.5% | -5.2% | +23.6% | +16.4% |
| All | +0.9% | -14.7% | +15.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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