+326.0%
CAT vs ICE
+42.3%
+283.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | -6.6% | +7.6% | -14.2% | -8.2% |
| 3M | -13.3% | +13.9% | -27.2% | -16.2% |
| 6M | +11.6% | -2.4% | +14.0% | +13.0% |
| YTD | +42.9% | +0.3% | +42.7% | +42.6% |
| 1Y | +95.4% | -6.4% | +101.9% | +100.2% |
| 3Y | +196.6% | +43.1% | +153.5% | +152.6% |
| All | +326.0% | +42.3% | +283.7% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling