-8.4%
ICE vs COR
+8.7%
-17.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -5.3% | -4.8% | -0.5% | -4.6% |
| 30D | +3.0% | -3.7% | +6.7% | +3.6% |
| 3M | +11.4% | +14.3% | -2.9% | +8.9% |
| 6M | -2.0% | -8.5% | +6.4% | -1.9% |
| YTD | -3.1% | -4.4% | +1.3% | -3.8% |
| 1Y | -8.4% | +9.1% | -17.5% | -10.8% |
| All | -8.4% | +8.7% | -17.1% | -10.8% |
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