+245.1%
ICE vs CPB
-40.2%
+285.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +1.0% | +3.3% | -2.2% | +0.5% |
| 30D | +11.4% | +19.0% | -7.6% | +8.6% |
| 3M | +16.2% | +0.4% | +15.7% | +15.8% |
| 6M | +12.5% | +13.0% | -0.5% | +10.0% |
| YTD | +8.6% | -12.7% | +21.3% | +9.9% |
| 1Y | +18.4% | -20.9% | +39.2% | +21.6% |
| 3Y | +66.4% | -35.4% | +101.8% | +74.8% |
| 5Y | +37.2% | -32.3% | +69.5% | +41.6% |
| All | +245.1% | -40.2% | +285.3% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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