+263.5%
ICE vs CRL
+354.1%
-90.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +2.2% | +8.9% | -6.7% | +0.2% |
| 30D | +13.7% | +14.0% | -0.3% | +9.7% |
| 3M | +17.9% | +19.8% | -1.9% | +12.2% |
| 6M | +15.0% | +102.0% | -87.1% | -4.0% |
| YTD | +10.9% | +70.8% | -59.9% | -4.4% |
| 1Y | +17.0% | +98.7% | -81.7% | -3.0% |
| 3Y | +68.2% | +98.2% | -30.0% | +30.5% |
| 5Y | +40.4% | -11.7% | +52.1% | +38.0% |
| All | +263.5% | +354.1% | -90.5% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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