+562.3%
CEG vs ICE
+48.1%
+514.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.5% |
| 7D | +1.7% | +3.2% | -1.5% | +0.4% |
| 30D | -10.2% | +12.9% | -23.1% | -14.5% |
| 3M | -0.8% | +17.5% | -18.4% | -7.5% |
| 6M | -11.5% | +14.0% | -25.5% | -16.5% |
| YTD | -23.9% | +10.0% | -33.9% | -27.7% |
| 1Y | -25.4% | +19.5% | -44.9% | -32.2% |
| 3Y | +124.2% | +66.8% | +57.4% | +67.7% |
| All | +562.3% | +48.1% | +514.2% | +384.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling