+370.3%
ICE vs CFG
+396.4%
-26.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | +1.5% | -2.2% | -1.0% |
| 30D | +7.6% | -3.8% | +11.5% | +8.6% |
| 3M | +13.9% | +11.5% | +2.5% | +10.7% |
| 6M | -2.4% | +19.2% | -21.5% | -6.9% |
| YTD | +0.3% | +23.7% | -23.4% | -5.5% |
| 1Y | -6.4% | +38.8% | -45.3% | -14.4% |
| 3Y | +43.1% | +178.9% | -135.8% | +6.8% |
| 5Y | +42.1% | +101.8% | -59.7% | +12.1% |
| 10Y | +220.9% | +317.3% | -96.3% | +80.5% |
| All | +370.3% | +396.4% | -26.0% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling