+20.6%
ICE vs CFG
+34.2%
-13.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +2.0% |
| 7D | +12.2% | +1.8% | +10.4% | +11.8% |
| 30D | +15.0% | +3.3% | +11.7% | +14.3% |
| 3M | +17.6% | -9.8% | +27.5% | +19.2% |
| 6M | +12.6% | +5.2% | +7.4% | +11.1% |
| YTD | +9.1% | +16.1% | -7.0% | +4.9% |
| 1Y | +20.6% | +33.7% | -13.1% | +9.4% |
| All | +20.6% | +34.2% | -13.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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