+259.6%
ICE vs CF
+561.7%
-302.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +2.0% | -3.2% | +5.2% | +2.4% |
| 30D | +12.9% | +4.3% | +8.6% | +12.0% |
| 3M | +15.4% | +2.8% | +12.6% | +14.5% |
| 6M | +13.1% | +0.6% | +12.5% | +12.3% |
| YTD | +7.5% | +56.6% | -49.2% | -2.0% |
| 1Y | +18.3% | +49.6% | -31.3% | +8.8% |
| 3Y | +65.9% | +61.5% | +4.4% | +47.7% |
| 5Y | +35.2% | +124.0% | -88.8% | +9.0% |
| All | +259.6% | +561.7% | -302.1% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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