+21.9%
CCL vs ICE
+21.0%
+0.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +4.9% | +6.9% |
| 7D | +11.6% | +12.2% | -0.5% | +9.9% |
| 30D | +22.5% | +15.0% | +7.6% | +19.9% |
| 3M | +6.4% | +17.6% | -11.2% | +3.5% |
| 6M | +23.4% | +12.6% | +10.8% | +22.1% |
| YTD | +4.2% | +9.1% | -4.9% | +2.2% |
| 1Y | +21.9% | +20.6% | +1.3% | +1.4% |
| All | +21.9% | +21.0% | +0.9% | +1.4% |
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