+2,489.8%
ICE vs CP
+1,332.7%
+1,157.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.2% |
| 7D | +2.0% | +2.8% | -0.8% | +0.7% |
| 30D | +12.9% | +10.2% | +2.7% | +7.7% |
| 3M | +15.4% | +2.4% | +13.1% | +13.9% |
| 6M | +13.1% | +7.7% | +5.4% | +8.5% |
| YTD | +7.5% | +26.0% | -18.5% | -5.4% |
| 1Y | +18.3% | +34.6% | -16.3% | +0.8% |
| 3Y | +65.9% | +26.7% | +39.2% | +41.3% |
| 5Y | +35.2% | +24.9% | +10.3% | +13.3% |
| 10Y | +266.7% | +258.6% | +8.1% | +64.1% |
| All | +2,489.8% | +1,332.7% | +1,157.1% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling