-32.0%
CCL vs ICE
+2,331.7%
-2,363.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.9% |
| 7D | -5.0% | -0.7% | -4.4% | -4.9% |
| 30D | -20.3% | +7.6% | -28.0% | -22.7% |
| 3M | -15.1% | +13.9% | -29.1% | -19.8% |
| 6M | -15.1% | -2.4% | -12.8% | -15.0% |
| YTD | -21.8% | +0.3% | -22.0% | -22.8% |
| 1Y | -24.8% | -6.4% | -18.4% | -23.7% |
| 3Y | +51.9% | +43.1% | +8.8% | +30.2% |
| 5Y | +4.0% | +42.1% | -38.1% | -10.0% |
| 10Y | -42.2% | +220.9% | -263.2% | -61.6% |
| All | -32.0% | +2,331.7% | -2,363.7% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling