+213.7%
ICE vs CNC
+99.9%
+113.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | +4.0% | -1.0% | +5.0% | +4.1% |
| 3M | +13.7% | +4.5% | +9.1% | +12.6% |
| 6M | +0.9% | +85.2% | -84.3% | -8.7% |
| YTD | -2.1% | +61.4% | -63.5% | -10.0% |
| 1Y | -9.5% | +94.9% | -104.4% | -19.5% |
| 3Y | +42.1% | 0.0% | +42.1% | +36.0% |
| 5Y | +41.4% | +11.2% | +30.2% | +30.5% |
| All | +213.7% | +99.9% | +113.8% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling