+2,316.3%
ICE vs CNP
+584.5%
+1,731.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | +7.6% | -1.8% | +9.4% | +8.5% |
| 3M | +13.9% | -4.6% | +18.6% | +16.4% |
| 6M | -2.4% | -8.8% | +6.5% | +2.0% |
| YTD | +0.3% | +5.2% | -5.0% | -3.1% |
| 1Y | -6.4% | +8.3% | -14.7% | -11.1% |
| 3Y | +43.1% | +54.9% | -11.8% | +10.7% |
| 5Y | +42.1% | +73.5% | -31.4% | +1.9% |
| 10Y | +220.9% | +139.1% | +81.8% | +67.0% |
| All | +2,316.3% | +584.5% | +1,731.7% | +447.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling