+36.7%
CLS vs ICE
-8.7%
+45.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +0.8% |
| 7D | +20.1% | -0.9% | +21.0% | +19.6% |
| 30D | +6.0% | +4.0% | +2.1% | +7.8% |
| 3M | -10.3% | +11.0% | -21.3% | -4.9% |
| 6M | +24.5% | -5.0% | +29.5% | +26.8% |
| YTD | +12.9% | -2.7% | +15.6% | +15.7% |
| 1Y | +36.7% | -8.6% | +45.3% | +31.9% |
| All | +36.7% | -8.7% | +45.4% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling