+465.8%
ICE vs CDW
+933.5%
-467.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +2.0% | +2.1% | -0.1% | +1.2% |
| 30D | +12.9% | +14.7% | -1.9% | +8.2% |
| 3M | +15.4% | +11.1% | +4.3% | +11.0% |
| 6M | +13.1% | +45.6% | -32.5% | -0.7% |
| YTD | +7.5% | +17.1% | -9.6% | -0.6% |
| 1Y | +18.3% | +13.2% | +5.2% | +10.5% |
| 3Y | +65.9% | -22.2% | +88.1% | +69.1% |
| 5Y | +35.2% | -10.1% | +45.3% | +28.8% |
| 10Y | +266.7% | +307.0% | -40.2% | +109.3% |
| All | +465.8% | +933.5% | -467.7% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling