+66.4%
ICE vs CPRT
-30.7%
+97.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.6% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | +11.4% | +18.8% | -7.4% | +6.5% |
| 3M | +16.2% | +9.4% | +6.8% | +12.9% |
| 6M | +12.5% | -4.4% | +16.9% | +12.7% |
| YTD | +8.6% | -17.1% | +25.7% | +12.5% |
| 1Y | +18.4% | -19.9% | +38.3% | +23.5% |
| 3Y | +66.4% | -30.5% | +96.9% | +74.9% |
| All | +66.4% | -30.7% | +97.2% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling