+104.3%
CEG vs ICE
+65.6%
+38.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | -4.7% | +2.0% | -6.8% | -5.2% |
| 30D | -16.6% | +12.9% | -29.5% | -19.2% |
| 3M | -4.1% | +15.4% | -19.5% | -8.0% |
| 6M | -22.3% | +13.1% | -35.4% | -24.9% |
| YTD | -28.9% | +7.5% | -36.4% | -30.6% |
| 1Y | -28.5% | +18.3% | -46.8% | -33.2% |
| 3Y | +104.3% | +65.9% | +38.4% | +49.1% |
| All | +104.3% | +65.6% | +38.7% | +49.1% |
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