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  • CLS vs ICE✓SelectedUSD · ICECLS vs ICE performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs ICE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,222.9%
ICE return
+2,331.7%
Excess return
+891.1%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioICEExcessAlpha
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