+2,489.8%
ICE vs CMS
+866.7%
+1,623.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.4% |
| 7D | +2.0% | -1.3% | +3.3% | +2.9% |
| 30D | +12.9% | +6.3% | +6.6% | +8.5% |
| 3M | +15.4% | -2.1% | +17.5% | +16.8% |
| 6M | +13.1% | -5.1% | +18.2% | +16.5% |
| YTD | +7.5% | +1.3% | +6.2% | +5.4% |
| 1Y | +18.3% | -1.4% | +19.7% | +17.9% |
| 3Y | +65.9% | +36.9% | +29.0% | +29.9% |
| 5Y | +35.2% | +32.5% | +2.7% | +5.2% |
| 10Y | +266.7% | +126.8% | +140.0% | +69.4% |
| All | +2,489.8% | +866.7% | +1,623.1% | +163.0% |
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 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