+214.9%
ICE vs CDW
+262.5%
-47.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.9% | -4.2% | +3.4% | +0.3% |
| 30D | +4.0% | +4.9% | -0.9% | +2.4% |
| 3M | +11.0% | +7.3% | +3.7% | +7.8% |
| 6M | -5.0% | +19.2% | -24.1% | -12.1% |
| YTD | -2.7% | +6.2% | -8.9% | -6.9% |
| 1Y | -8.6% | -14.0% | +5.4% | -7.1% |
| 3Y | +41.4% | -30.0% | +71.3% | +49.5% |
| 5Y | +39.9% | -23.6% | +63.4% | +40.4% |
| 10Y | +214.9% | +269.4% | -54.5% | +97.2% |
| All | +214.9% | +262.5% | -47.6% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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