-43.4%
CCL vs ICE
+217.4%
-260.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -4.3% | -5.3% | +1.0% | -0.5% |
| 30D | -19.0% | +3.0% | -22.0% | -20.9% |
| 3M | -13.1% | +11.4% | -24.5% | -20.6% |
| 6M | -13.3% | -2.0% | -11.2% | -13.3% |
| YTD | -25.2% | -3.1% | -22.1% | -25.5% |
| 1Y | -27.2% | -8.4% | -18.8% | -24.3% |
| 3Y | +49.2% | +40.7% | +8.5% | +8.1% |
| 5Y | +0.4% | +40.0% | -39.6% | -27.9% |
| All | -43.4% | +217.4% | -260.7% | -72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling