+2,316.3%
ICE vs CPRT
+2,095.8%
+220.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.7% | +2.2% | -2.9% | -1.6% |
| 30D | +7.6% | +16.6% | -9.0% | 0.0% |
| 3M | +13.9% | +9.6% | +4.3% | +8.4% |
| 6M | -2.4% | -11.1% | +8.8% | +1.9% |
| YTD | +0.3% | -13.9% | +14.1% | +5.9% |
| 1Y | -6.4% | -32.5% | +26.1% | +10.3% |
| 3Y | +43.1% | -25.0% | +68.1% | +55.8% |
| 5Y | +42.1% | -7.4% | +49.5% | +36.0% |
| 10Y | +220.9% | +422.0% | -201.1% | +16.4% |
| All | +2,316.3% | +2,095.8% | +220.4% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling