+2,258.4%
ICE vs CRH
+573.9%
+1,684.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -2.4% | -6.1% | +3.7% | +0.1% |
| 30D | +4.0% | -9.3% | +13.3% | +8.1% |
| 3M | +13.7% | -15.2% | +28.9% | +20.9% |
| 6M | +0.9% | -14.2% | +15.1% | +5.8% |
| YTD | -2.1% | -28.3% | +26.1% | +10.0% |
| 1Y | -9.5% | -21.8% | +12.3% | -2.4% |
| 3Y | +42.1% | +71.6% | -29.5% | +4.6% |
| 5Y | +41.4% | +96.6% | -55.2% | -5.0% |
| 10Y | +216.7% | +253.8% | -37.1% | +49.9% |
| All | +2,258.4% | +573.9% | +1,684.6% | +596.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling