+66.4%
ICE vs CHRW
+68.5%
-2.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +11.4% | -9.4% | +20.8% | +11.6% |
| 3M | +16.2% | -13.3% | +29.4% | +16.4% |
| 6M | +12.5% | -24.2% | +36.6% | +12.6% |
| YTD | +8.6% | -18.9% | +27.4% | +8.3% |
| 1Y | +18.4% | -12.4% | +30.7% | +17.8% |
| 3Y | +66.4% | +72.2% | -5.8% | +61.5% |
| All | +66.4% | +68.5% | -2.1% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling