+2,489.8%
ICE vs CPB
+53.6%
+2,436.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +2.0% | +8.0% | -6.0% | -0.7% |
| 30D | +12.9% | +22.4% | -9.5% | +5.1% |
| 3M | +15.4% | +3.8% | +11.6% | +13.2% |
| 6M | +13.1% | +13.7% | -0.6% | +6.8% |
| YTD | +7.5% | -11.7% | +19.2% | +10.3% |
| 1Y | +18.3% | -18.1% | +36.5% | +24.7% |
| 3Y | +65.9% | -34.7% | +100.6% | +85.2% |
| 5Y | +35.2% | -30.6% | +65.8% | +42.4% |
| 10Y | +266.7% | -37.1% | +303.9% | +270.8% |
| All | +2,489.8% | +53.6% | +2,436.3% | +1,428.8% |
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