+244.8%
ICE vs CMS
+127.7%
+117.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +11.4% | +7.1% | +4.4% | +8.4% |
| 3M | +16.2% | -1.3% | +17.5% | +16.7% |
| 6M | +12.5% | -2.7% | +15.1% | +13.5% |
| YTD | +8.6% | +2.6% | +5.9% | +6.8% |
| 1Y | +18.4% | -2.0% | +20.4% | +18.6% |
| 3Y | +66.4% | +39.6% | +26.8% | +42.6% |
| 5Y | +37.2% | +35.3% | +1.9% | +17.8% |
| 10Y | +244.8% | +132.3% | +112.5% | +190.9% |
| All | +244.8% | +127.7% | +117.1% | +190.9% |
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