+58.5%
ICE vs CART
+39.2%
+19.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.2% |
| 30D | +12.9% | +22.4% | -9.5% | +11.1% |
| 3M | +17.5% | +15.6% | +1.9% | +16.0% |
| 6M | +14.0% | +44.9% | -30.9% | +10.5% |
| YTD | +10.0% | +30.0% | -20.0% | +6.9% |
| 1Y | +19.5% | +56.6% | -37.1% | +14.8% |
| 3Y | +66.8% | +131.9% | -65.2% | +55.2% |
| All | +58.5% | +39.2% | +19.3% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling