-6.4%
ICE vs CPNG
-45.9%
+39.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -0.7% | -7.4% | +6.8% | -0.4% |
| 30D | +7.6% | -4.4% | +12.1% | +7.8% |
| 3M | +13.9% | -7.5% | +21.4% | +14.1% |
| 6M | -2.4% | -19.9% | +17.6% | -1.6% |
| YTD | +0.3% | -35.2% | +35.4% | +0.9% |
| 1Y | -6.4% | -46.8% | +40.4% | -5.4% |
| All | -6.4% | -45.9% | +39.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling