-50.1%
CDE vs ICE
+2,260.0%
-2,310.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.6% |
| 30D | +15.7% | +4.0% | +11.7% | +13.8% |
| 3M | +30.5% | +11.0% | +19.6% | +24.6% |
| 6M | -7.4% | -5.0% | -2.4% | -6.3% |
| YTD | +17.9% | -2.7% | +20.6% | +17.8% |
| 1Y | +46.7% | -8.6% | +55.3% | +49.8% |
| 3Y | +851.3% | +41.4% | +809.9% | +720.5% |
| 5Y | +202.9% | +39.9% | +163.1% | +162.1% |
| 10Y | +58.2% | +214.9% | -156.7% | +0.7% |
| All | -50.1% | +2,260.0% | -2,310.0% | -84.4% |
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 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