+2,316.3%
ICE vs CRS
+2,142.6%
+173.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.5% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +7.6% | -16.6% | +24.3% | +13.0% |
| 3M | +13.9% | -3.5% | +17.4% | +13.6% |
| 6M | -2.4% | +15.4% | -17.8% | -8.7% |
| YTD | +0.3% | +51.2% | -50.9% | -14.1% |
| 1Y | -6.4% | +98.3% | -104.7% | -27.1% |
| 3Y | +43.1% | +651.5% | -608.4% | -30.8% |
| 5Y | +42.1% | +1,411.1% | -1,369.0% | -48.8% |
| 10Y | +220.9% | +1,424.3% | -1,203.4% | -11.6% |
| All | +2,316.3% | +2,142.6% | +173.6% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling