+264.9%
ICE vs CNP
+146.5%
+118.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.2% |
| 30D | +15.1% | +3.8% | +11.3% | +13.5% |
| 3M | +15.4% | +2.4% | +13.0% | +14.2% |
| 6M | +16.1% | -1.2% | +17.3% | +16.2% |
| YTD | +11.4% | +9.3% | +2.1% | +7.3% |
| 1Y | +18.5% | +6.4% | +12.0% | +15.1% |
| 3Y | +70.5% | +66.4% | +4.2% | +40.1% |
| 5Y | +40.9% | +75.7% | -34.8% | +13.0% |
| All | +264.9% | +146.5% | +118.4% | +150.6% |
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