+40.3%
ICE vs CRL
-9.4%
+49.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.5% | +1.6% |
| 7D | +3.2% | -1.7% | +4.9% | +3.3% |
| 30D | +12.9% | +14.6% | -1.7% | +10.2% |
| 3M | +17.5% | +24.8% | -7.3% | +13.1% |
| 6M | +14.0% | +94.7% | -80.7% | +1.8% |
| YTD | +10.0% | +73.4% | -63.3% | -0.3% |
| 1Y | +19.5% | +104.7% | -85.1% | +5.2% |
| 3Y | +66.8% | +101.1% | -34.3% | +40.3% |
| 5Y | +40.3% | -10.8% | +51.1% | +44.6% |
| All | +40.3% | -9.4% | +49.7% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling