-6.4%
ICE vs CART
+14.4%
-20.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.9% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +7.6% | +12.6% | -5.0% | +6.1% |
| 3M | +13.9% | +23.1% | -9.2% | +10.9% |
| 6M | -2.4% | +39.5% | -41.9% | -6.6% |
| YTD | +0.3% | +13.5% | -13.3% | -4.0% |
| 1Y | -6.4% | +14.9% | -21.3% | -12.2% |
| All | -6.4% | +14.4% | -20.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling