+249.7%
ICE vs CP
+255.2%
-5.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +3.2% | +2.8% | +0.4% | +2.1% |
| 30D | +12.9% | +11.0% | +1.9% | +8.6% |
| 3M | +17.5% | +3.8% | +13.7% | +15.8% |
| 6M | +14.0% | +9.5% | +4.5% | +9.9% |
| YTD | +10.0% | +28.2% | -18.2% | -0.8% |
| 1Y | +19.5% | +33.0% | -13.4% | +6.2% |
| 3Y | +66.8% | +35.5% | +31.2% | +43.4% |
| 5Y | +40.3% | +25.8% | +14.6% | +22.5% |
| 10Y | +249.7% | +250.7% | -1.0% | +99.1% |
| All | +249.7% | +255.2% | -5.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling