-2.1%
ICE vs CPNG
-18.1%
+16.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -0.7% | -7.4% | +6.8% | -0.3% |
| 30D | +7.6% | -4.4% | +12.1% | +7.8% |
| 3M | +13.9% | -7.5% | +21.4% | +14.2% |
| All | -2.1% | -18.1% | +16.0% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling