+20.6%
ICE vs CHRW
-10.6%
+31.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | +12.2% | +4.9% | +7.3% | +12.2% |
| 30D | +15.0% | -4.8% | +19.8% | +14.9% |
| 3M | +17.6% | -13.1% | +30.8% | +17.5% |
| 6M | +12.6% | -16.3% | +29.0% | +10.9% |
| YTD | +9.1% | -15.8% | +24.9% | +5.3% |
| 1Y | +20.6% | -11.1% | +31.7% | +15.1% |
| All | +20.6% | -10.6% | +31.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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