+263.5%
ICE vs CG
+274.5%
-11.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.4% |
| 7D | +2.2% | -1.5% | +3.7% | +2.5% |
| 30D | +13.7% | +5.7% | +8.0% | +11.9% |
| 3M | +17.9% | -17.9% | +35.8% | +23.6% |
| 6M | +15.0% | -20.2% | +35.2% | +21.0% |
| YTD | +10.9% | -32.0% | +43.0% | +21.0% |
| 1Y | +17.0% | -27.0% | +44.0% | +25.2% |
| 3Y | +68.2% | +42.8% | +25.4% | +42.9% |
| 5Y | +40.4% | -23.4% | +63.8% | +37.6% |
| All | +263.5% | +274.5% | -11.0% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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