+2,489.8%
ICE vs CF
+5,718.9%
-3,229.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +2.0% | -3.2% | +5.2% | +2.8% |
| 30D | +12.9% | +4.3% | +8.6% | +11.3% |
| 3M | +15.4% | +2.8% | +12.6% | +13.7% |
| 6M | +13.1% | +0.6% | +12.5% | +11.4% |
| YTD | +7.5% | +56.6% | -49.2% | -9.2% |
| 1Y | +18.3% | +49.6% | -31.3% | +1.3% |
| 3Y | +65.9% | +61.5% | +4.4% | +34.2% |
| 5Y | +35.2% | +124.0% | -88.8% | -7.7% |
| 10Y | +266.7% | +573.2% | -306.4% | +46.9% |
| All | +2,489.8% | +5,718.9% | -3,229.1% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling