-29.4%
CCL vs ICE
+258.7%
-288.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.9% |
| 7D | -1.5% | +3.2% | -4.8% | -3.8% |
| 30D | +16.5% | +14.7% | +1.7% | +5.1% |
| 3M | +11.2% | +19.8% | -8.6% | -3.3% |
| 6M | +22.6% | +15.2% | +7.4% | +9.0% |
| YTD | +2.6% | +12.7% | -10.1% | -8.9% |
| 1Y | +17.0% | +20.4% | -3.4% | -1.3% |
| 3Y | +145.5% | +70.8% | +74.8% | +51.9% |
| 5Y | +36.1% | +43.9% | -7.8% | -4.1% |
| 10Y | -29.4% | +264.8% | -294.2% | -70.1% |
| All | -29.4% | +258.7% | -288.2% | -70.1% |
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