+422.8%
ICE vs CNH
+64.7%
+358.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.1% | -2.8% |
| 7D | -0.7% | +23.3% | -23.9% | -4.6% |
| 30D | +7.6% | +33.5% | -25.8% | +1.7% |
| 3M | +13.9% | +32.7% | -18.8% | +7.3% |
| 6M | -2.4% | +22.2% | -24.5% | -7.1% |
| YTD | +0.3% | +57.7% | -57.4% | -9.8% |
| 1Y | -6.4% | +28.0% | -34.4% | -12.3% |
| 3Y | +43.1% | +11.5% | +31.6% | +34.9% |
| 5Y | +42.1% | +11.9% | +30.2% | +31.1% |
| 10Y | +220.9% | +162.8% | +58.1% | +134.1% |
| All | +422.8% | +64.7% | +358.1% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling