+145.2%
CCL vs ICE
+71.4%
+73.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.1% |
| 7D | -1.5% | +3.2% | -4.8% | -2.7% |
| 30D | +16.5% | +14.7% | +1.7% | +10.7% |
| 3M | +11.2% | +19.8% | -8.6% | +3.7% |
| 6M | +22.6% | +15.2% | +7.4% | +16.7% |
| YTD | +2.6% | +12.7% | -10.1% | -2.3% |
| 1Y | +17.0% | +20.4% | -3.4% | +7.1% |
| All | +145.2% | +71.4% | +73.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling