+66.4%
ICE vs CTAS
+73.4%
-6.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | +11.4% | +10.3% | +1.2% | +7.8% |
| 3M | +16.2% | +10.2% | +6.0% | +12.3% |
| 6M | +12.5% | +34.4% | -21.9% | +1.3% |
| YTD | +8.6% | +19.6% | -11.0% | +1.3% |
| 1Y | +18.4% | +21.8% | -3.4% | +9.7% |
| 3Y | +66.4% | +74.1% | -7.7% | +32.1% |
| All | +66.4% | +73.4% | -6.9% | +32.1% |
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 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