+322.0%
CMG vs ICE
+220.6%
+101.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -0.9% |
| 30D | +10.9% | +4.0% | +6.9% | +8.6% |
| 3M | +15.8% | +13.7% | +2.2% | +8.2% |
| 6M | +6.9% | +0.9% | +6.0% | +6.0% |
| YTD | -2.2% | -2.1% | 0.0% | -2.0% |
| 1Y | -7.1% | -9.5% | +2.4% | -3.1% |
| 3Y | -7.1% | +42.1% | -49.2% | -24.6% |
| 5Y | -4.8% | +41.4% | -46.2% | -23.2% |
| All | +322.0% | +220.6% | +101.4% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling