+45.0%
ICE vs CMS
+23.4%
+21.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.7% | +0.4% | -1.0% | -0.8% |
| 30D | +7.6% | -3.6% | +11.2% | +9.0% |
| 3M | +13.9% | -1.9% | +15.9% | +14.5% |
| 6M | -2.4% | -11.0% | +8.6% | +1.7% |
| YTD | +0.3% | +0.2% | +0.1% | -0.5% |
| 1Y | -6.4% | -1.3% | -5.1% | -6.6% |
| 3Y | +43.1% | +35.9% | +7.2% | +24.9% |
| All | +45.0% | +23.4% | +21.5% | +30.9% |
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 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