+264.9%
ICE vs CHRW
+128.6%
+136.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.6% | +7.3% | -3.7% | +2.5% |
| 30D | +15.1% | -3.6% | +18.7% | +15.5% |
| 3M | +15.4% | -9.6% | +25.0% | +16.6% |
| 6M | +16.1% | -17.0% | +33.1% | +17.8% |
| YTD | +11.4% | -15.4% | +26.8% | +11.6% |
| 1Y | +18.5% | -10.0% | +28.4% | +17.3% |
| 3Y | +70.5% | +82.2% | -11.6% | +41.4% |
| 5Y | +40.9% | +59.4% | -18.4% | +19.1% |
| All | +264.9% | +128.6% | +136.2% | +170.0% |
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