+17.0%
CCL vs ICE
+21.8%
-4.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -1.5% | +3.2% | -4.8% | -2.1% |
| 30D | +16.5% | +14.7% | +1.7% | +13.8% |
| 3M | +11.2% | +19.8% | -8.6% | +7.7% |
| 6M | +22.6% | +15.2% | +7.4% | +20.9% |
| YTD | +2.6% | +12.7% | -10.1% | -0.4% |
| 1Y | +17.0% | +20.4% | -3.4% | +0.6% |
| All | +17.0% | +21.8% | -4.8% | +0.6% |
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