+40.0%
ICE vs CTVA
+102.0%
-62.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -5.3% | -4.7% | -0.7% | -4.3% |
| 30D | +3.0% | +11.1% | -8.1% | +0.6% |
| 3M | +11.4% | +13.7% | -2.3% | +8.0% |
| 6M | -2.0% | +11.2% | -13.3% | -4.8% |
| YTD | -3.1% | +26.9% | -30.0% | -8.9% |
| 1Y | -8.4% | +18.8% | -27.2% | -12.7% |
| 3Y | +40.7% | +75.9% | -35.2% | +21.1% |
| 5Y | +40.0% | +105.2% | -65.3% | +17.8% |
| All | +40.0% | +102.0% | -62.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling