-8.1%
ICE vs CNH
+20.6%
-28.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -2.2% |
| 7D | -1.2% | +8.8% | -10.0% | -1.0% |
| 30D | +5.0% | +24.7% | -19.7% | +5.3% |
| 3M | +13.9% | +27.3% | -13.5% | +14.4% |
| 6M | -4.4% | +23.2% | -27.6% | -3.7% |
| YTD | -1.9% | +48.9% | -50.8% | -6.7% |
| 1Y | -8.1% | +19.4% | -27.5% | -8.6% |
| All | -8.1% | +20.6% | -28.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling