+214.9%
ICE vs CNP
+132.2%
+82.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.9% | +0.7% | -1.5% | -1.1% |
| 30D | +4.0% | -0.1% | +4.0% | +3.9% |
| 3M | +11.0% | -5.6% | +16.6% | +13.0% |
| 6M | -5.0% | -7.5% | +2.5% | -2.6% |
| YTD | -2.7% | +5.5% | -8.2% | -5.0% |
| 1Y | -8.6% | +8.3% | -17.0% | -11.7% |
| 3Y | +41.4% | +51.8% | -10.4% | +20.2% |
| 5Y | +39.9% | +69.9% | -30.0% | +13.7% |
| 10Y | +214.9% | +139.9% | +75.0% | +110.8% |
| All | +214.9% | +132.2% | +82.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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