-8.6%
ICE vs CTAS
+0.1%
-8.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.9% | +1.0% | -1.8% | -1.2% |
| 30D | +4.0% | -1.1% | +5.0% | +4.4% |
| 3M | +11.0% | +11.5% | -0.5% | +5.7% |
| 6M | -5.0% | +0.2% | -5.1% | -5.8% |
| YTD | -2.7% | +7.2% | -9.9% | -7.0% |
| 1Y | -8.6% | 0.0% | -8.6% | -9.1% |
| All | -8.6% | +0.1% | -8.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling