+20.4%
ICE vs COR
-3.1%
+23.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.4% |
| 30D | +14.7% | +7.6% | +7.1% | +13.1% |
| 3M | +19.8% | +5.0% | +14.8% | +18.6% |
| 6M | +15.2% | +35.3% | -20.1% | +9.4% |
| YTD | +12.7% | +4.2% | +8.4% | +9.9% |
| 1Y | +20.4% | -3.4% | +23.8% | +17.6% |
| All | +20.4% | -3.1% | +23.5% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling