+245.1%
ICE vs CNH
+117.3%
+127.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.9% | -9.9% | -1.1% |
| 7D | +1.0% | +8.6% | -7.5% | -0.7% |
| 30D | +11.4% | +12.6% | -1.1% | +8.7% |
| 3M | +16.2% | +17.5% | -1.3% | +11.7% |
| 6M | +12.5% | +18.1% | -5.6% | +7.3% |
| YTD | +8.6% | +40.4% | -31.8% | -1.2% |
| 1Y | +18.4% | +34.0% | -15.6% | +8.7% |
| 3Y | +66.4% | +35.3% | +31.1% | +47.8% |
| 5Y | +37.2% | -5.1% | +42.3% | +29.8% |
| All | +245.1% | +117.3% | +127.8% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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