+2,614.9%
ICE vs CTAS
+2,713.8%
-98.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.7% |
| 30D | +14.7% | +10.7% | +4.0% | +8.0% |
| 3M | +19.8% | +11.0% | +8.8% | +12.4% |
| 6M | +15.2% | +38.7% | -23.5% | -5.9% |
| YTD | +12.7% | +21.8% | -9.1% | -1.1% |
| 1Y | +20.4% | +23.6% | -3.2% | +4.7% |
| 3Y | +70.8% | +74.9% | -4.2% | +16.4% |
| 5Y | +43.9% | +119.5% | -75.5% | -16.0% |
| 10Y | +264.8% | +820.2% | -555.4% | -28.6% |
| All | +2,614.9% | +2,713.8% | -98.9% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling