-24.8%
CCL vs ICE
-7.2%
-17.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.5% |
| 7D | -5.0% | -0.7% | -4.4% | -4.9% |
| 30D | -20.3% | +7.6% | -28.0% | -21.6% |
| 3M | -15.1% | +13.9% | -29.1% | -17.0% |
| 6M | -15.1% | -2.4% | -12.8% | -13.6% |
| YTD | -21.8% | +0.3% | -22.0% | -21.7% |
| 1Y | -24.8% | -6.4% | -18.4% | -21.2% |
| All | -24.8% | -7.2% | -17.6% | -21.2% |
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