+2,516.3%
ICE vs CTAS
+2,663.0%
-146.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | +1.0% | -0.7% | +1.7% | +1.4% |
| 30D | +11.4% | +10.3% | +1.2% | +5.2% |
| 3M | +16.2% | +10.2% | +6.0% | +9.5% |
| 6M | +12.5% | +34.4% | -21.9% | -6.4% |
| YTD | +8.6% | +19.6% | -11.0% | -3.6% |
| 1Y | +18.4% | +21.8% | -3.4% | +3.8% |
| 3Y | +66.4% | +74.1% | -7.7% | +13.7% |
| 5Y | +37.2% | +114.0% | -76.9% | -18.8% |
| 10Y | +244.8% | +813.9% | -569.1% | -32.4% |
| All | +2,516.3% | +2,663.0% | -146.8% | +48.7% |
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