+41.3%
ICE vs CRS
+636.8%
-595.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | -0.5% | -0.3% | -0.8% |
| 30D | +4.0% | -18.1% | +22.1% | +4.6% |
| 3M | +11.0% | -12.4% | +23.4% | +11.1% |
| 6M | -5.0% | +15.9% | -20.9% | -6.7% |
| YTD | -2.7% | +45.8% | -48.5% | -6.2% |
| 1Y | -8.6% | +87.8% | -96.4% | -14.2% |
| All | +41.3% | +636.8% | -595.5% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling