+1,541.2%
CAT vs ICE
+2,506.4%
-965.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -10.3% | +2.0% | -12.3% | -10.9% |
| 30D | -31.2% | +12.9% | -44.1% | -34.0% |
| 3M | -34.7% | +15.4% | -50.1% | -37.9% |
| 6M | -39.5% | +13.1% | -52.6% | -42.5% |
| YTD | -1.7% | +7.5% | -9.1% | -5.7% |
| 1Y | -1.1% | +18.3% | -19.5% | -8.1% |
| 3Y | +143.9% | +65.9% | +78.0% | +102.4% |
| 5Y | +194.8% | +35.2% | +159.6% | +158.3% |
| 10Y | +739.8% | +266.7% | +473.0% | +439.2% |
| All | +1,541.2% | +2,506.4% | -965.2% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling