+2,316.3%
ICE vs CHRW
+507.1%
+1,809.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.1% |
| 30D | +7.6% | -3.5% | +11.1% | +8.9% |
| 3M | +13.9% | -19.4% | +33.3% | +21.7% |
| 6M | -2.4% | -21.4% | +19.0% | +4.3% |
| YTD | +0.3% | -7.1% | +7.4% | -1.4% |
| 1Y | -6.4% | +17.8% | -24.2% | -18.3% |
| 3Y | +43.1% | +78.8% | -35.7% | -2.5% |
| 5Y | +42.1% | +83.5% | -41.4% | -8.8% |
| 10Y | +220.9% | +160.2% | +60.7% | +53.3% |
| All | +2,316.3% | +507.1% | +1,809.2% | +651.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling