+45.3%
ICE vs CPB
-40.7%
+86.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.7% |
| 7D | -0.7% | -8.6% | +7.9% | +0.2% |
| 30D | +7.6% | -7.2% | +14.9% | +8.3% |
| 3M | +13.9% | +0.9% | +13.0% | +13.4% |
| 6M | -2.4% | -11.8% | +9.5% | -1.4% |
| YTD | +0.3% | -19.4% | +19.7% | +2.0% |
| 1Y | -6.4% | -30.4% | +24.0% | -3.3% |
| All | +45.3% | -40.7% | +86.1% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling