+42.5%
ICE vs CTAS
+65.1%
-22.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.2% | 0.0% | -1.1% | -1.1% |
| 30D | +5.0% | -1.0% | +6.0% | +5.3% |
| 3M | +13.9% | +15.8% | -1.9% | +7.8% |
| 6M | -4.4% | -1.0% | -3.4% | -4.6% |
| YTD | -1.9% | +7.4% | -9.3% | -5.1% |
| 1Y | -8.1% | -0.1% | -8.0% | -8.8% |
| 3Y | +42.5% | +66.3% | -23.8% | +12.5% |
| All | +42.5% | +65.1% | -22.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling