+18.5%
ICE vs CF
+50.1%
-31.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +3.6% | +4.8% | -1.2% | +3.5% |
| 30D | +15.1% | +4.7% | +10.4% | +14.9% |
| 3M | +15.4% | +7.4% | +8.0% | +15.0% |
| 6M | +16.1% | +0.6% | +15.5% | +15.9% |
| YTD | +11.4% | +64.1% | -52.8% | +7.1% |
| 1Y | +18.5% | +51.4% | -32.9% | +16.7% |
| All | +18.5% | +50.1% | -31.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling