+2,316.3%
ICE vs CMS
+856.6%
+1,459.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.7% | +0.4% | -1.0% | -0.9% |
| 30D | +7.6% | -3.6% | +11.2% | +10.1% |
| 3M | +13.9% | -1.9% | +15.9% | +15.0% |
| 6M | -2.4% | -11.0% | +8.6% | +4.7% |
| YTD | +0.3% | +0.2% | +0.1% | -0.9% |
| 1Y | -6.4% | -1.3% | -5.1% | -6.9% |
| 3Y | +43.1% | +35.9% | +7.2% | +12.3% |
| 5Y | +42.1% | +23.1% | +19.0% | +16.3% |
| 10Y | +220.9% | +117.9% | +103.0% | +52.7% |
| All | +2,316.3% | +856.6% | +1,459.6% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling