-9.5%
ICE vs CRS
+79.6%
-89.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.9% |
| 7D | -2.4% | -6.8% | +4.4% | -2.9% |
| 30D | +4.0% | -16.1% | +20.1% | +2.7% |
| 3M | +13.7% | -21.2% | +34.8% | +11.7% |
| 6M | +0.9% | +8.7% | -7.7% | +0.1% |
| YTD | -2.1% | +41.0% | -43.1% | -2.7% |
| 1Y | -9.5% | +82.7% | -92.2% | -11.1% |
| All | -9.5% | +79.6% | -89.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling