+96.3%
CAT vs ICE
-7.9%
+104.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +0.3% |
| 7D | +5.6% | -1.2% | +6.7% | +5.1% |
| 30D | -2.3% | +5.0% | -7.3% | -0.5% |
| 3M | -10.0% | +13.9% | -23.9% | -4.4% |
| 6M | +21.2% | -4.4% | +25.7% | +25.2% |
| YTD | +44.4% | -1.9% | +46.4% | +50.8% |
| 1Y | +96.3% | -8.1% | +104.4% | +113.3% |
| All | +96.3% | -7.9% | +104.1% | +113.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling