+40.6%
ICE vs CF
+114.0%
-73.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +1.1% |
| 7D | +3.2% | +4.8% | -1.6% | +2.7% |
| 30D | +12.9% | +9.7% | +3.2% | +11.9% |
| 3M | +17.5% | +1.2% | +16.3% | +17.2% |
| 6M | +14.0% | +7.4% | +6.6% | +12.8% |
| YTD | +10.0% | +60.5% | -50.5% | +3.3% |
| 1Y | +19.5% | +50.7% | -31.2% | +13.0% |
| 3Y | +66.8% | +64.8% | +2.0% | +53.7% |
| All | +40.6% | +114.0% | -73.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling