+214.9%
ICE vs CTAS
+665.9%
-451.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.9% | +1.0% | -1.8% | -1.3% |
| 30D | +4.0% | -1.1% | +5.0% | +4.4% |
| 3M | +11.0% | +11.5% | -0.5% | +5.4% |
| 6M | -5.0% | +0.2% | -5.1% | -5.6% |
| YTD | -2.7% | +7.2% | -9.9% | -6.4% |
| 1Y | -8.6% | 0.0% | -8.6% | -9.4% |
| 3Y | +41.4% | +65.9% | -24.6% | +8.6% |
| 5Y | +39.9% | +109.6% | -69.7% | -4.3% |
| 10Y | +214.9% | +683.8% | -468.9% | +17.7% |
| All | +214.9% | +665.9% | -451.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling