+41.7%
ICE vs CMI
+164.8%
-123.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +4.0% | -12.4% | +16.4% | +5.8% |
| 3M | +13.7% | -14.8% | +28.4% | +15.5% |
| 6M | +0.9% | +0.8% | +0.1% | -1.3% |
| YTD | -2.1% | +10.2% | -12.3% | -6.8% |
| 1Y | -9.5% | +37.4% | -46.9% | -18.5% |
| 3Y | +42.1% | +153.3% | -111.2% | +5.1% |
| All | +41.7% | +164.8% | -123.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling