+111.6%
ICE vs CTVA
+216.1%
-104.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.6% |
| 7D | -1.2% | -2.1% | +0.9% | -0.6% |
| 30D | +5.0% | +12.0% | -7.1% | +1.9% |
| 3M | +13.9% | +13.5% | +0.4% | +9.8% |
| 6M | -4.4% | +12.1% | -16.5% | -7.7% |
| YTD | -1.9% | +29.0% | -30.9% | -9.0% |
| 1Y | -8.1% | +18.9% | -27.0% | -13.0% |
| 3Y | +42.5% | +78.9% | -36.4% | +18.7% |
| 5Y | +40.6% | +105.2% | -64.6% | +11.1% |
| All | +111.6% | +216.1% | -104.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling