+2,316.3%
ICE vs CTAS
+2,382.1%
-65.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.7% | -1.8% | +1.2% | +0.5% |
| 30D | +7.6% | -0.2% | +7.8% | +7.7% |
| 3M | +13.9% | +11.7% | +2.3% | +6.2% |
| 6M | -2.4% | +0.7% | -3.1% | -3.7% |
| YTD | +0.3% | +7.4% | -7.1% | -5.0% |
| 1Y | -6.4% | -2.1% | -4.3% | -6.4% |
| 3Y | +43.1% | +62.9% | -19.8% | +1.6% |
| 5Y | +42.1% | +111.9% | -69.8% | -15.5% |
| 10Y | +220.9% | +652.2% | -431.3% | -28.4% |
| All | +2,316.3% | +2,382.1% | -65.8% | +46.7% |
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