+2,573.8%
ICE vs COR
+2,707.8%
-134.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +2.2% | +2.9% | -0.6% | +1.0% |
| 30D | +13.7% | +5.8% | +7.9% | +11.0% |
| 3M | +17.9% | +11.4% | +6.5% | +12.4% |
| 6M | +15.0% | +34.5% | -19.5% | +0.9% |
| YTD | +10.9% | +4.1% | +6.9% | +6.9% |
| 1Y | +17.0% | -3.1% | +20.1% | +16.1% |
| 3Y | +68.2% | +80.9% | -12.7% | +23.6% |
| 5Y | +40.4% | +195.1% | -154.7% | -19.2% |
| 10Y | +259.3% | +492.7% | -233.5% | +29.1% |
| All | +2,573.8% | +2,707.8% | -134.0% | +209.9% |
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