+40.6%
ICE vs CRL
-37.4%
+78.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +5.0% | +5.0% | 0.0% | +4.1% |
| 3M | +13.9% | +50.6% | -36.7% | +6.4% |
| 6M | -4.4% | +60.9% | -65.3% | -12.2% |
| YTD | -1.9% | +40.7% | -42.7% | -8.0% |
| 1Y | -8.1% | +73.3% | -81.4% | -17.1% |
| 3Y | +42.5% | +40.6% | +1.9% | +28.8% |
| 5Y | +40.6% | -37.0% | +77.6% | +53.5% |
| All | +40.6% | -37.4% | +78.0% | +53.5% |
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