+2,614.9%
ICE vs CHRW
+450.0%
+2,164.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.0% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +14.7% | -4.3% | +19.0% | +16.0% |
| 3M | +19.8% | -7.4% | +27.2% | +21.7% |
| 6M | +15.2% | -20.7% | +35.9% | +21.7% |
| YTD | +12.7% | -15.9% | +28.5% | +13.7% |
| 1Y | +20.4% | -9.9% | +30.3% | +17.8% |
| 3Y | +70.8% | +79.0% | -8.2% | +13.8% |
| 5Y | +43.9% | +61.3% | -17.4% | -3.6% |
| 10Y | +264.8% | +128.5% | +136.2% | +82.4% |
| All | +2,614.9% | +450.0% | +2,164.9% | +766.5% |
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