+213.7%
ICE vs CRH
+253.3%
-39.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -2.4% | -6.1% | +3.7% | -0.6% |
| 30D | +4.0% | -9.3% | +13.3% | +6.9% |
| 3M | +13.7% | -15.2% | +28.9% | +18.9% |
| 6M | +0.9% | -14.2% | +15.1% | +4.5% |
| YTD | -2.1% | -28.3% | +26.1% | +6.7% |
| 1Y | -9.5% | -21.8% | +12.3% | -4.3% |
| 3Y | +42.1% | +71.6% | -29.5% | +11.7% |
| 5Y | +41.4% | +96.6% | -55.2% | +3.4% |
| All | +213.7% | +253.3% | -39.6% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling