+2,316.3%
ICE vs COR
+2,559.7%
-243.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.2% |
| 7D | -0.7% | +2.8% | -3.4% | -1.8% |
| 30D | +7.6% | +4.5% | +3.1% | +5.4% |
| 3M | +13.9% | +22.7% | -8.7% | +4.1% |
| 6M | -2.4% | -9.7% | +7.4% | +0.7% |
| YTD | +0.3% | -1.4% | +1.7% | -1.0% |
| 1Y | -6.4% | +13.9% | -20.3% | -13.7% |
| 3Y | +43.1% | +94.0% | -50.9% | +1.6% |
| 5Y | +42.1% | +184.0% | -141.9% | -17.0% |
| 10Y | +220.9% | +406.8% | -185.8% | +24.0% |
| All | +2,316.3% | +2,559.7% | -243.5% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling