+40.6%
ICE vs CPNG
-21.7%
+62.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -5.3% | -5.4% | +0.1% | -4.8% |
| 30D | +3.0% | -11.1% | +14.1% | +4.1% |
| 3M | +11.4% | -3.0% | +14.4% | +11.3% |
| 6M | -2.0% | -23.5% | +21.5% | 0.0% |
| YTD | -3.1% | -37.8% | +34.7% | +1.0% |
| 1Y | -8.4% | -54.3% | +46.0% | -0.9% |
| All | +40.6% | -21.7% | +62.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling