+158.3%
CAT vs ICE
+69.4%
+88.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +7.4% | +3.6% | +3.8% | +7.6% |
| 30D | -19.7% | +15.1% | -34.8% | -19.3% |
| 3M | -29.6% | +15.4% | -45.0% | -29.3% |
| 6M | -33.2% | +16.1% | -49.3% | -31.8% |
| YTD | +5.7% | +11.4% | -5.7% | +8.0% |
| 1Y | +9.3% | +18.5% | -9.1% | +9.4% |
| 3Y | +158.3% | +70.5% | +87.8% | +128.0% |
| All | +158.3% | +69.4% | +88.9% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling