+210.5%
ICE vs CCI
+20.8%
+189.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -5.3% | -4.4% | -0.9% | -3.8% |
| 30D | +3.0% | +0.3% | +2.7% | +2.9% |
| 3M | +11.4% | -20.0% | +31.4% | +20.4% |
| 6M | -2.0% | -14.5% | +12.5% | +2.9% |
| YTD | -3.1% | -14.9% | +11.7% | +1.3% |
| 1Y | -8.4% | -17.7% | +9.3% | -3.0% |
| 3Y | +40.7% | -12.4% | +53.1% | +41.7% |
| 5Y | +40.0% | -50.1% | +90.1% | +76.2% |
| All | +210.5% | +20.8% | +189.7% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CCI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling