+2,285.6%
CAT vs ICE
+2,331.7%
-46.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.3% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -6.6% | +7.6% | -14.2% | -8.7% |
| 3M | -13.3% | +13.9% | -27.2% | -17.3% |
| 6M | +11.6% | -2.4% | +14.0% | +11.2% |
| YTD | +42.9% | +0.3% | +42.7% | +40.7% |
| 1Y | +95.4% | -6.4% | +101.9% | +96.0% |
| 3Y | +196.6% | +43.1% | +153.5% | +159.0% |
| 5Y | +321.7% | +42.1% | +279.5% | +265.3% |
| 10Y | +1,140.8% | +220.9% | +919.9% | +732.9% |
| All | +2,285.6% | +2,331.7% | -46.1% | +895.0% |
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 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