+40.6%
ICE vs CMI
+147.2%
-106.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.4% |
| 7D | -5.3% | +0.8% | -6.2% | -5.4% |
| 30D | +3.0% | -12.8% | +15.8% | +3.6% |
| 3M | +11.4% | -12.4% | +23.9% | +11.5% |
| 6M | -2.0% | -0.9% | -1.2% | -3.8% |
| YTD | -3.1% | +8.9% | -12.0% | -6.8% |
| 1Y | -8.4% | +37.7% | -46.1% | -15.5% |
| All | +40.6% | +147.2% | -106.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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