+214.5%
CVX vs ICE
+259.6%
-45.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +3.4% | +3.6% | -0.2% | +1.7% |
| 30D | -1.0% | +15.1% | -16.1% | -7.6% |
| 3M | +12.2% | +15.4% | -3.2% | +4.4% |
| 6M | +20.3% | +16.1% | +4.2% | +11.1% |
| YTD | +48.3% | +11.4% | +36.9% | +38.2% |
| 1Y | +46.9% | +18.5% | +28.4% | +32.5% |
| 3Y | +73.1% | +70.5% | +2.6% | +24.7% |
| 5Y | +135.2% | +40.9% | +94.3% | +85.1% |
| All | +214.5% | +259.6% | -45.1% | +53.5% |
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