+2,583.6%
ICE vs CRS
+1,276.4%
+1,307.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.1% |
| 7D | +3.6% | +4.8% | -1.1% | +2.2% |
| 30D | +15.1% | -23.2% | +38.3% | +22.0% |
| 3M | +15.4% | -45.5% | +60.9% | +34.2% |
| 6M | +16.1% | -33.1% | +49.2% | +25.8% |
| YTD | +11.4% | -7.2% | +18.6% | +7.6% |
| 1Y | +18.5% | -10.0% | +28.5% | +15.3% |
| 3Y | +70.5% | +332.3% | -261.8% | -4.7% |
| 5Y | +40.9% | +801.9% | -760.9% | -41.9% |
| 10Y | +260.6% | +820.9% | -560.4% | +14.6% |
| All | +2,583.6% | +1,276.4% | +1,307.2% | +358.0% |
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