+244.8%
ICE vs CFG
+248.3%
-3.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.3% |
| 7D | +1.0% | +0.3% | +0.8% | +0.9% |
| 30D | +11.4% | +3.2% | +8.2% | +10.6% |
| 3M | +16.2% | -9.7% | +25.9% | +18.9% |
| 6M | +12.5% | +3.6% | +8.8% | +11.2% |
| YTD | +8.6% | +14.7% | -6.1% | +4.3% |
| 1Y | +18.4% | +29.6% | -11.2% | +10.4% |
| 3Y | +66.4% | +190.6% | -124.1% | +24.0% |
| 5Y | +37.2% | +67.1% | -29.9% | +14.6% |
| 10Y | +244.8% | +237.0% | +7.8% | +114.1% |
| All | +244.8% | +248.3% | -3.4% | +114.1% |
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