+214.9%
ICE vs CPRT
+410.9%
-196.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | +4.0% | +8.2% | -4.3% | +0.7% |
| 3M | +11.0% | +2.3% | +8.7% | +9.4% |
| 6M | -5.0% | -14.7% | +9.8% | -0.1% |
| YTD | -2.7% | -18.2% | +15.5% | +3.7% |
| 1Y | -8.6% | -33.4% | +24.7% | +4.7% |
| 3Y | +41.4% | -28.3% | +69.7% | +53.8% |
| 5Y | +39.9% | -9.8% | +49.7% | +35.6% |
| 10Y | +214.9% | +412.4% | -197.5% | +71.6% |
| All | +214.9% | +410.9% | -196.0% | +71.6% |
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