+214.9%
ICE vs CMS
+116.0%
+98.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | +4.0% | -1.3% | +5.2% | +4.5% |
| 3M | +11.0% | -5.4% | +16.3% | +13.3% |
| 6M | -5.0% | -10.3% | +5.4% | -1.0% |
| YTD | -2.7% | -0.2% | -2.5% | -3.2% |
| 1Y | -8.6% | -0.9% | -7.8% | -9.0% |
| 3Y | +41.4% | +34.0% | +7.4% | +23.3% |
| 5Y | +39.9% | +23.6% | +16.3% | +25.0% |
| 10Y | +214.9% | +122.2% | +92.7% | +165.3% |
| All | +214.9% | +116.0% | +98.9% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling