+210.5%
ICE vs CHRW
+182.4%
+28.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.6% |
| 7D | -5.3% | +4.4% | -9.7% | -6.0% |
| 30D | +3.0% | +5.5% | -2.5% | +2.1% |
| 3M | +11.4% | -17.3% | +28.7% | +14.1% |
| 6M | -2.0% | -12.7% | +10.6% | -1.1% |
| YTD | -3.1% | -4.1% | +1.0% | -4.3% |
| 1Y | -8.4% | +21.2% | -29.6% | -14.0% |
| 3Y | +40.7% | +88.9% | -48.2% | +17.5% |
| 5Y | +40.0% | +93.1% | -53.1% | +14.3% |
| All | +210.5% | +182.4% | +28.0% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling