+40.6%
ICE vs CG
+9.5%
+31.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.7% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +5.0% | -3.2% | +8.1% | +5.7% |
| 3M | +13.9% | +6.2% | +7.7% | +11.9% |
| 6M | -4.4% | -4.7% | +0.3% | -4.0% |
| YTD | -1.9% | -20.6% | +18.7% | +2.6% |
| 1Y | -8.1% | -26.4% | +18.3% | -2.5% |
| 3Y | +42.5% | +55.4% | -12.9% | +20.4% |
| 5Y | +40.6% | +9.8% | +30.8% | +24.2% |
| All | +40.6% | +9.5% | +31.1% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling