+18.5%
ICE vs CFG
+28.3%
-9.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | +3.6% | +3.2% | +0.4% | +3.1% |
| 30D | +15.1% | +5.1% | +10.0% | +14.1% |
| 3M | +15.4% | -11.2% | +26.6% | +17.2% |
| 6M | +16.1% | +9.6% | +6.6% | +14.0% |
| YTD | +11.4% | +15.0% | -3.6% | +6.9% |
| 1Y | +18.5% | +29.9% | -11.4% | +7.9% |
| All | +18.5% | +28.3% | -9.9% | +7.9% |
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 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