+214.9%
ICE vs CFG
+308.1%
-93.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | +4.0% | -4.5% | +8.5% | +5.1% |
| 3M | +11.0% | +6.3% | +4.6% | +9.1% |
| 6M | -5.0% | +20.6% | -25.6% | -9.5% |
| YTD | -2.7% | +21.2% | -23.9% | -7.7% |
| 1Y | -8.6% | +38.2% | -46.8% | -16.2% |
| 3Y | +41.4% | +185.9% | -144.6% | +5.6% |
| 5Y | +39.9% | +97.0% | -57.1% | +11.7% |
| 10Y | +214.9% | +306.8% | -91.9% | +81.1% |
| All | +214.9% | +308.1% | -93.2% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling