+633.7%
ICE vs CG
+351.2%
+282.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | -0.7% | -4.3% | +3.7% | +0.4% |
| 30D | +7.6% | -5.1% | +12.7% | +8.9% |
| 3M | +13.9% | +8.7% | +5.3% | +11.3% |
| 6M | -2.4% | -9.2% | +6.9% | -0.8% |
| YTD | +0.3% | -18.9% | +19.1% | +4.4% |
| 1Y | -6.4% | -25.6% | +19.2% | -0.8% |
| 3Y | +43.1% | +57.3% | -14.2% | +21.6% |
| 5Y | +42.1% | +10.2% | +32.0% | +27.6% |
| 10Y | +220.9% | +364.2% | -143.3% | +102.8% |
| All | +633.7% | +351.2% | +282.5% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling