+20.6%
ICE vs CRH
-13.9%
+34.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.6% |
| 7D | +12.2% | +14.2% | -2.0% | +10.2% |
| 30D | +15.0% | +19.5% | -4.6% | +12.4% |
| 3M | +17.6% | +0.4% | +17.3% | +16.9% |
| 6M | +12.6% | -10.1% | +22.7% | +13.2% |
| YTD | +9.1% | -19.9% | +29.1% | +11.7% |
| 1Y | +20.6% | -14.8% | +35.4% | +22.2% |
| All | +20.6% | -13.9% | +34.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling