+70.5%
ICE vs CRS
+343.5%
-272.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.4% |
| 7D | +3.6% | +4.8% | -1.1% | +3.5% |
| 30D | +15.1% | -23.2% | +38.3% | +15.5% |
| 3M | +15.4% | -45.5% | +60.9% | +16.8% |
| 6M | +16.1% | -33.1% | +49.2% | +16.0% |
| YTD | +11.4% | -7.2% | +18.6% | +8.4% |
| 1Y | +18.5% | -10.0% | +28.5% | +15.6% |
| 3Y | +70.5% | +332.3% | -261.8% | +42.2% |
| All | +70.5% | +343.5% | -272.9% | +42.2% |
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