+712.5%
CAT vs ICE
+258.3%
+454.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +6.8% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -25.0% | +11.4% | -36.4% | -28.3% |
| 3M | -28.7% | +16.2% | -44.9% | -33.1% |
| 6M | -33.0% | +12.5% | -45.5% | -36.7% |
| YTD | +5.4% | +8.6% | -3.1% | 0.0% |
| 1Y | +7.3% | +18.4% | -11.1% | -2.3% |
| 3Y | +166.0% | +66.4% | +99.6% | +101.8% |
| 5Y | +210.1% | +37.2% | +172.9% | +153.3% |
| 10Y | +712.5% | +244.8% | +467.7% | +310.0% |
| All | +712.5% | +258.3% | +454.2% | +310.0% |
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