+3.5%
CCL vs ICE
+42.0%
-38.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.1% |
| 7D | -0.1% | -1.2% | +1.0% | +0.5% |
| 30D | -20.0% | +5.0% | -24.9% | -22.8% |
| 3M | -13.7% | +13.9% | -27.5% | -21.7% |
| 6M | -9.0% | -4.4% | -4.6% | -6.8% |
| YTD | -22.8% | -1.9% | -20.9% | -23.5% |
| 1Y | -25.3% | -8.1% | -17.2% | -21.9% |
| 3Y | +54.1% | +42.5% | +11.6% | +6.8% |
| 5Y | +3.5% | +40.6% | -37.2% | -30.4% |
| All | +3.5% | +42.0% | -38.5% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling