+67.6%
ICE vs CART
+111.7%
-44.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +6.7% | +1.2% | +5.5% | +6.6% |
| 30D | +13.4% | +27.1% | -13.7% | +10.8% |
| 3M | +16.5% | +27.4% | -10.9% | +13.8% |
| 6M | +12.8% | +32.1% | -19.3% | +9.6% |
| YTD | +8.5% | +28.5% | -19.9% | +5.1% |
| 1Y | +20.6% | +58.8% | -38.2% | +14.9% |
| All | +67.6% | +111.7% | -44.1% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling