+47.0%
ICE vs CPNG
-76.7%
+123.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.9% |
| 7D | -1.2% | -6.3% | +5.1% | -0.5% |
| 30D | +5.0% | -8.7% | +13.7% | +5.9% |
| 3M | +13.9% | -2.4% | +16.3% | +13.7% |
| 6M | -4.4% | -22.3% | +17.9% | -2.6% |
| YTD | -1.9% | -37.2% | +35.3% | +1.9% |
| 1Y | -8.1% | -53.0% | +44.9% | -1.7% |
| 3Y | +42.5% | -20.0% | +62.5% | +42.3% |
| 5Y | +40.6% | -52.8% | +93.4% | +35.8% |
| All | +47.0% | -76.7% | +123.7% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling