+35.5%
ICE vs CFG
+61.2%
-25.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +12.9% | +1.1% | +11.8% | +12.6% |
| 3M | +15.4% | -12.0% | +27.4% | +18.2% |
| 6M | +13.1% | -2.2% | +15.3% | +13.3% |
| YTD | +7.5% | +11.4% | -3.9% | +4.5% |
| 1Y | +18.3% | +27.8% | -9.5% | +11.9% |
| 3Y | +65.9% | +173.3% | -107.4% | +31.2% |
| All | +35.5% | +61.2% | -25.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling