+2,484.3%
CLS vs ICE
+2,632.3%
-148.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +7.7% |
| 7D | +2.8% | +3.2% | -0.5% | +1.8% |
| 30D | -30.1% | +14.7% | -44.8% | -33.5% |
| 3M | -21.7% | +19.8% | -41.5% | -26.6% |
| 6M | -36.2% | +15.2% | -51.5% | -39.9% |
| YTD | -17.8% | +12.7% | -30.5% | -22.7% |
| 1Y | -26.8% | +20.4% | -47.2% | -32.6% |
| 3Y | +853.4% | +70.8% | +782.6% | +675.7% |
| 5Y | +2,005.0% | +43.9% | +1,961.1% | +1,702.2% |
| 10Y | +1,929.4% | +264.8% | +1,664.6% | +1,205.2% |
| All | +2,484.3% | +2,632.3% | -148.0% | +875.7% |
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