+3,222.9%
CLS vs ICE
+2,331.7%
+891.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -26.6% | +13.9% | -40.5% | -30.0% |
| 6M | +15.4% | -2.4% | +17.8% | +15.2% |
| YTD | +5.7% | +0.3% | +5.4% | +3.9% |
| 1Y | +41.1% | -6.4% | +47.5% | +41.5% |
| 3Y | +1,228.6% | +43.1% | +1,185.5% | +1,053.2% |
| 5Y | +3,240.6% | +42.1% | +3,198.5% | +2,789.0% |
| 10Y | +2,760.3% | +220.9% | +2,539.4% | +1,827.2% |
| All | +3,222.9% | +2,331.7% | +891.1% | +1,211.4% |
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