+213.7%
ICE vs CPAY
+155.2%
+58.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | +4.0% | -0.4% | +4.4% | +4.1% |
| 3M | +13.7% | +16.4% | -2.7% | +9.0% |
| 6M | +0.9% | +23.5% | -22.6% | -5.3% |
| YTD | -2.1% | +35.7% | -37.8% | -11.0% |
| 1Y | -9.5% | +30.2% | -39.7% | -17.0% |
| 3Y | +42.1% | +49.7% | -7.6% | +21.7% |
| 5Y | +41.4% | +56.6% | -15.2% | +16.7% |
| All | +213.7% | +155.2% | +58.5% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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