+65.9%
ICE vs CVE
+53.7%
+12.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +2.0% | -16.1% | +18.2% | +3.0% |
| 30D | +12.9% | -10.4% | +23.3% | +13.4% |
| 3M | +15.4% | -2.4% | +17.8% | +15.2% |
| 6M | +13.1% | -4.4% | +17.5% | +12.9% |
| YTD | +7.5% | +64.9% | -57.5% | +2.6% |
| 1Y | +18.3% | +66.0% | -47.7% | +12.9% |
| 3Y | +65.9% | +57.7% | +8.3% | +51.3% |
| All | +65.9% | +53.7% | +12.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 3y: compounded portfolio wealth divided by compounded CVE 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…
3y analysis · Full analysis span regression · 6 months rolling