+263.5%
ICE vs CFG
+214.3%
+49.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.8% |
| 30D | +13.7% | +3.3% | +10.4% | +12.8% |
| 3M | +17.9% | -11.5% | +29.5% | +21.3% |
| 6M | +15.0% | +6.2% | +8.7% | +13.0% |
| YTD | +10.9% | +14.3% | -3.3% | +6.7% |
| 1Y | +17.0% | +26.7% | -9.7% | +9.6% |
| 3Y | +68.2% | +187.8% | -119.6% | +25.4% |
| 5Y | +40.4% | +61.3% | -20.9% | +18.3% |
| All | +263.5% | +214.3% | +49.3% | +120.9% |
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