+3,347.6%
CLS vs ICE
+45.1%
+3,302.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.5% |
| 7D | +4.6% | -0.7% | +5.2% | +4.9% |
| 30D | -13.9% | +7.6% | -21.5% | -16.0% |
| 3M | -26.6% | +13.9% | -40.5% | -29.9% |
| 6M | +15.4% | -2.4% | +17.8% | +16.9% |
| YTD | +5.7% | +0.3% | +5.4% | +4.6% |
| 1Y | +41.1% | -6.4% | +47.5% | +44.5% |
| 3Y | +1,228.6% | +43.1% | +1,185.5% | +945.2% |
| All | +3,347.6% | +45.1% | +3,302.5% | +2,398.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling