+244.8%
ICE vs CPRT
+399.1%
-154.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.5% |
| 7D | +1.0% | +1.6% | -0.6% | +0.4% |
| 30D | +11.4% | +18.8% | -7.4% | +4.7% |
| 3M | +16.2% | +9.4% | +6.8% | +11.8% |
| 6M | +12.5% | -4.4% | +16.9% | +13.1% |
| YTD | +8.6% | -17.1% | +25.7% | +14.8% |
| 1Y | +18.4% | -19.9% | +38.3% | +26.6% |
| 3Y | +66.4% | -30.5% | +96.9% | +82.9% |
| 5Y | +37.2% | -15.9% | +53.1% | +36.4% |
| 10Y | +244.8% | +386.7% | -141.8% | +97.8% |
| All | +244.8% | +399.1% | -154.3% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling