-9.1%
ICE vs CAI
-7.1%
-2.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -2.0% |
| 7D | -0.7% | -2.2% | +1.5% | -0.6% |
| 30D | +7.6% | +52.4% | -44.8% | +5.7% |
| 3M | +13.9% | +45.1% | -31.1% | +12.0% |
| 6M | -2.4% | +26.2% | -28.6% | -3.9% |
| YTD | +0.3% | -7.1% | +7.3% | -1.1% |
| 1Y | -6.4% | -31.0% | +24.6% | -7.3% |
| All | -9.1% | -7.1% | -2.0% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling