+35.5%
ICE vs CSGP
-63.4%
+98.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +0.2% |
| 7D | +2.0% | +1.3% | +0.8% | +1.6% |
| 30D | +12.9% | +10.7% | +2.2% | +9.3% |
| 3M | +15.4% | +3.3% | +12.1% | +13.4% |
| 6M | +13.1% | -10.3% | +23.4% | +14.7% |
| YTD | +7.5% | -54.6% | +62.0% | +29.2% |
| 1Y | +18.3% | -54.6% | +73.0% | +42.2% |
| 3Y | +65.9% | -60.3% | +126.2% | +101.6% |
| All | +35.5% | -63.4% | +98.9% | +66.0% |
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