+36.6%
ICE vs CSGP
-62.1%
+98.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +6.7% | +13.9% | -7.2% | +3.2% |
| 30D | +13.4% | +16.0% | -2.6% | +8.4% |
| 3M | +16.5% | +6.1% | +10.4% | +13.7% |
| 6M | +12.8% | -8.2% | +21.0% | +13.8% |
| YTD | +8.5% | -52.3% | +60.9% | +29.0% |
| 1Y | +20.6% | -54.5% | +75.1% | +44.8% |
| 3Y | +67.4% | -58.6% | +126.0% | +101.3% |
| 5Y | +36.6% | -61.5% | +98.1% | +64.8% |
| All | +36.6% | -62.1% | +98.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 5y: compounded portfolio wealth divided by compounded CSGP 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…
5y analysis · Full analysis span regression · 6 months rolling