+40.9%
ICE vs CMS
+36.3%
+4.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | +3.6% | +1.7% | +1.9% | +2.9% |
| 30D | +15.1% | +6.2% | +8.9% | +12.5% |
| 3M | +15.4% | +0.6% | +14.7% | +15.1% |
| 6M | +16.1% | -1.8% | +17.9% | +16.7% |
| YTD | +11.4% | +3.8% | +7.5% | +9.0% |
| 1Y | +18.5% | -1.8% | +20.2% | +18.6% |
| 3Y | +70.5% | +39.8% | +30.7% | +46.5% |
| All | +40.9% | +36.3% | +4.6% | +23.0% |
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