+211.9%
ICE vs CCI
+22.9%
+189.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +4.0% | +2.1% | +1.8% | +3.2% |
| 3M | +11.0% | -17.8% | +28.8% | +18.8% |
| 6M | -5.0% | -14.2% | +9.2% | -0.2% |
| YTD | -2.7% | -13.3% | +10.6% | +1.1% |
| 1Y | -8.6% | -16.6% | +8.0% | -3.7% |
| 3Y | +41.4% | -10.8% | +52.2% | +41.4% |
| 5Y | +39.9% | -50.3% | +90.2% | +76.5% |
| All | +211.9% | +22.9% | +189.0% | +226.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling