+2,263.8%
ICE vs CNC
+1,041.5%
+1,222.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.4% |
| 7D | -1.2% | -1.0% | -0.2% | -1.0% |
| 30D | +5.0% | -1.8% | +6.8% | +5.3% |
| 3M | +13.9% | -0.7% | +14.6% | +13.5% |
| 6M | -4.4% | +47.9% | -52.4% | -13.1% |
| YTD | -1.9% | +56.9% | -58.9% | -12.3% |
| 1Y | -8.1% | +123.9% | -132.0% | -24.5% |
| 3Y | +42.5% | -1.3% | +43.8% | +32.8% |
| 5Y | +40.6% | +2.8% | +37.9% | +27.4% |
| 10Y | +217.1% | +90.9% | +126.3% | +132.7% |
| All | +2,263.8% | +1,041.5% | +1,222.3% | +778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling