+2,244.9%
ICE vs CNI
+840.5%
+1,404.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.3% |
| 7D | -0.9% | +0.9% | -1.7% | -1.4% |
| 30D | +4.0% | -2.1% | +6.1% | +5.3% |
| 3M | +11.0% | +1.8% | +9.1% | +9.3% |
| 6M | -5.0% | +14.8% | -19.8% | -13.9% |
| YTD | -2.7% | +25.4% | -28.1% | -17.2% |
| 1Y | -8.6% | +32.9% | -41.6% | -25.3% |
| 3Y | +41.4% | +20.2% | +21.2% | +19.0% |
| 5Y | +39.9% | +12.2% | +27.7% | +19.8% |
| 10Y | +214.9% | +136.0% | +78.9% | +44.7% |
| All | +2,244.9% | +840.5% | +1,404.4% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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