-5.0%
CMG vs ICE
+38.6%
-43.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -3.8% | -5.3% | +1.5% | -1.1% |
| 30D | +12.9% | +3.0% | +9.9% | +11.0% |
| 3M | +18.8% | +11.4% | +7.3% | +12.1% |
| 6M | +4.1% | -2.0% | +6.1% | +5.0% |
| YTD | -2.4% | -3.1% | +0.8% | -1.6% |
| 1Y | -6.7% | -8.4% | +1.7% | -3.2% |
| 3Y | -7.1% | +40.7% | -47.9% | -25.6% |
| 5Y | -5.0% | +40.0% | -44.9% | -22.6% |
| All | -5.0% | +38.6% | -43.6% | -22.6% |
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