+700.3%
CAT vs ICE
+258.7%
+441.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +1.7% | +3.2% | -1.5% | +0.6% |
| 30D | -24.6% | +14.7% | -39.3% | -28.6% |
| 3M | -28.5% | +19.8% | -48.3% | -33.7% |
| 6M | -34.8% | +15.2% | -50.0% | -38.9% |
| YTD | +5.9% | +12.7% | -6.7% | -0.9% |
| 1Y | +6.8% | +20.4% | -13.6% | -3.1% |
| 3Y | +161.1% | +70.8% | +90.3% | +96.4% |
| 5Y | +213.4% | +43.9% | +169.5% | +151.1% |
| 10Y | +700.3% | +264.8% | +435.6% | +297.7% |
| All | +700.3% | +258.7% | +441.6% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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