+40.6%
ICE vs CNP
+76.4%
-35.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | +5.0% | -0.8% | +5.8% | +5.2% |
| 3M | +13.9% | -3.6% | +17.4% | +15.2% |
| 6M | -4.4% | -6.9% | +2.5% | -2.2% |
| YTD | -1.9% | +6.4% | -8.3% | -4.7% |
| 1Y | -8.1% | +9.9% | -18.1% | -12.0% |
| 3Y | +42.5% | +53.1% | -10.6% | +19.2% |
| 5Y | +40.6% | +72.0% | -31.3% | +15.0% |
| All | +40.6% | +76.4% | -35.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling