+791.9%
CDE vs ICE
+41.6%
+750.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -3.1% | -2.4% | -0.7% | -1.9% |
| 30D | +9.5% | +4.0% | +5.5% | +7.1% |
| 3M | +25.5% | +13.7% | +11.8% | +16.7% |
| 6M | -7.9% | +0.9% | -8.8% | -8.8% |
| YTD | +15.6% | -2.1% | +17.7% | +15.1% |
| 1Y | +34.0% | -9.5% | +43.6% | +42.3% |
| 3Y | +791.9% | +42.1% | +749.8% | +485.5% |
| All | +791.9% | +41.6% | +750.3% | +485.5% |
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