+75.3%
CME vs ICE
+39.3%
+35.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +4.2% | +4.0% | +0.2% | +2.2% |
| 3M | +7.3% | +11.0% | -3.6% | +1.9% |
| 6M | -11.4% | -5.0% | -6.4% | -9.7% |
| YTD | +3.5% | -2.7% | +6.2% | +3.7% |
| 1Y | +8.6% | -8.6% | +17.2% | +12.1% |
| 3Y | +51.6% | +41.4% | +10.2% | +23.4% |
| 5Y | +75.3% | +39.9% | +35.4% | +48.3% |
| All | +75.3% | +39.3% | +35.9% | +48.3% |
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