+214.9%
ICE vs CRL
+244.4%
-29.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.9% | -4.6% | +3.7% | +0.2% |
| 30D | +4.0% | +0.5% | +3.5% | +3.8% |
| 3M | +11.0% | +46.6% | -35.7% | +1.0% |
| 6M | -5.0% | +57.3% | -62.2% | -15.8% |
| YTD | -2.7% | +39.5% | -42.2% | -11.5% |
| 1Y | -8.6% | +76.9% | -85.5% | -22.1% |
| 3Y | +41.4% | +39.4% | +2.0% | +21.2% |
| 5Y | +39.9% | -37.2% | +77.0% | +51.6% |
| 10Y | +214.9% | +253.4% | -38.5% | +83.1% |
| All | +214.9% | +244.4% | -29.6% | +83.1% |
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