+2,029.3%
CLS vs ICE
+258.3%
+1,771.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.2% |
| 7D | +23.5% | +2.2% | +21.3% | +22.4% |
| 30D | -28.9% | +13.7% | -42.6% | -33.5% |
| 3M | -25.2% | +17.9% | -43.1% | -31.3% |
| 6M | -32.1% | +15.0% | -47.0% | -37.4% |
| YTD | -14.1% | +10.9% | -25.0% | -20.6% |
| 1Y | -24.1% | +17.0% | -41.1% | -31.9% |
| 3Y | +897.0% | +68.2% | +828.8% | +606.0% |
| 5Y | +2,089.9% | +40.4% | +2,049.5% | +1,589.7% |
| All | +2,029.3% | +258.3% | +1,771.0% | +1,008.6% |
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