-8.4%
ICE vs CG
-30.6%
+22.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.1% |
| 7D | -5.3% | -9.8% | +4.5% | -3.0% |
| 30D | +3.0% | -10.3% | +13.3% | +5.6% |
| 3M | +11.4% | -1.7% | +13.1% | +11.4% |
| 6M | -2.0% | -9.8% | +7.8% | -0.5% |
| YTD | -3.1% | -25.6% | +22.5% | +4.7% |
| 1Y | -8.4% | -32.5% | +24.1% | -0.4% |
| All | -8.4% | -30.6% | +22.2% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling