+2,316.3%
ICE vs CPB
+40.1%
+2,276.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.8% |
| 7D | -0.7% | -8.6% | +7.9% | +2.3% |
| 30D | +7.6% | -7.2% | +14.9% | +10.1% |
| 3M | +13.9% | +0.9% | +13.0% | +12.6% |
| 6M | -2.4% | -11.8% | +9.5% | +0.9% |
| YTD | +0.3% | -19.4% | +19.7% | +6.6% |
| 1Y | -6.4% | -30.4% | +24.0% | +4.6% |
| 3Y | +43.1% | -40.2% | +83.3% | +64.7% |
| 5Y | +42.1% | -39.5% | +81.6% | +58.1% |
| 10Y | +220.9% | -47.4% | +268.3% | +256.9% |
| All | +2,316.3% | +40.1% | +2,276.1% | +1,377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling