+35.5%
ICE vs CMS
+32.6%
+3.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.2% |
| 7D | +2.0% | -1.3% | +3.3% | +2.6% |
| 30D | +12.9% | +6.3% | +6.6% | +10.4% |
| 3M | +15.4% | -2.1% | +17.5% | +16.3% |
| 6M | +13.1% | -5.1% | +18.2% | +15.2% |
| YTD | +7.5% | +1.3% | +6.2% | +6.3% |
| 1Y | +18.3% | -1.4% | +19.7% | +18.2% |
| 3Y | +65.9% | +36.9% | +29.0% | +43.9% |
| All | +35.5% | +32.6% | +3.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling