+639.5%
CEG vs ICE
+35.0%
+604.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.7% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | +12.9% | +7.6% | +5.3% | +9.3% |
| 3M | +13.2% | +13.9% | -0.8% | +6.5% |
| 6M | -7.0% | -2.4% | -4.6% | -6.3% |
| YTD | -15.0% | +0.3% | -15.3% | -16.1% |
| 1Y | -2.7% | -6.4% | +3.7% | -0.7% |
| 3Y | +184.1% | +43.1% | +141.0% | +128.2% |
| All | +639.5% | +35.0% | +604.5% | +462.2% |
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