+20.6%
ICE vs CNC
+122.0%
-101.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.6% | -10.3% | +1.5% |
| 7D | +12.2% | +13.4% | -1.2% | +11.2% |
| 30D | +15.0% | +18.2% | -3.2% | +13.8% |
| 3M | +17.6% | +18.6% | -1.0% | +16.4% |
| 6M | +12.6% | +41.9% | -29.3% | +9.4% |
| YTD | +9.1% | +84.7% | -75.6% | +3.1% |
| 1Y | +20.6% | +110.5% | -89.9% | +12.5% |
| All | +20.6% | +122.0% | -101.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling