+54.9%
ICE vs CART
+38.4%
+16.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +2.0% | +3.0% | -0.9% | +1.8% |
| 30D | +12.9% | +28.6% | -15.7% | +10.6% |
| 3M | +15.4% | +29.1% | -13.6% | +13.0% |
| 6M | +13.1% | +44.7% | -31.6% | +9.6% |
| YTD | +7.5% | +29.2% | -21.8% | +4.4% |
| 1Y | +18.3% | +66.2% | -47.8% | +13.3% |
| 3Y | +65.9% | +112.8% | -46.9% | +54.1% |
| All | +54.9% | +38.4% | +16.5% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling