+111.1%
ICE vs CTVA
+208.7%
-97.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.4% | -4.5% | +2.1% | -1.2% |
| 30D | +4.0% | +11.3% | -7.3% | +1.1% |
| 3M | +13.7% | +12.3% | +1.4% | +9.9% |
| 6M | +0.9% | +7.2% | -6.2% | -1.4% |
| YTD | -2.1% | +26.0% | -28.1% | -8.7% |
| 1Y | -9.5% | +16.0% | -25.5% | -13.8% |
| 3Y | +42.1% | +73.9% | -31.8% | +19.2% |
| 5Y | +41.4% | +103.8% | -62.4% | +11.8% |
| All | +111.1% | +208.7% | -97.6% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling