+45.3%
ICE vs CNH
+12.3%
+33.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -2.3% |
| 7D | -0.7% | +23.3% | -23.9% | -2.0% |
| 30D | +7.6% | +33.5% | -25.8% | +5.6% |
| 3M | +13.9% | +32.7% | -18.8% | +11.7% |
| 6M | -2.4% | +22.2% | -24.5% | -3.6% |
| YTD | +0.3% | +57.7% | -57.4% | -4.4% |
| 1Y | -6.4% | +28.0% | -34.4% | -8.6% |
| All | +45.3% | +12.3% | +33.0% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling