+760.2%
CME vs ICE
+2,632.3%
-1,872.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.9% |
| 7D | +2.5% | +3.2% | -0.8% | +0.7% |
| 30D | +13.9% | +14.7% | -0.8% | +5.4% |
| 3M | +22.4% | +19.8% | +2.6% | +10.5% |
| 6M | +12.9% | +15.2% | -2.3% | +4.2% |
| YTD | +19.6% | +12.7% | +7.0% | +10.8% |
| 1Y | +17.7% | +20.4% | -2.7% | +4.9% |
| 3Y | +65.3% | +70.8% | -5.4% | +19.4% |
| 5Y | +75.1% | +43.9% | +31.2% | +37.4% |
| 10Y | +305.8% | +264.8% | +41.0% | +94.1% |
| All | +760.2% | +2,632.3% | -1,872.0% | +77.0% |
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