+249.7%
ICE vs CHRW
+126.6%
+123.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.2% | -3.4% | +6.6% | +3.7% |
| 30D | +12.9% | -9.4% | +22.3% | +14.4% |
| 3M | +17.5% | -12.6% | +30.2% | +19.4% |
| 6M | +14.0% | -24.2% | +38.1% | +17.3% |
| YTD | +10.0% | -18.9% | +28.9% | +11.0% |
| 1Y | +19.5% | -13.7% | +33.2% | +19.1% |
| 3Y | +66.8% | +72.6% | -5.8% | +39.6% |
| 5Y | +40.3% | +55.6% | -15.2% | +18.9% |
| 10Y | +249.7% | +122.7% | +127.0% | +160.8% |
| All | +249.7% | +126.6% | +123.1% | +160.8% |
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