+264.9%
ICE vs CCI
+67.9%
+196.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | +3.6% | +2.5% | +1.1% | +2.7% |
| 30D | +15.1% | +14.4% | +0.7% | +9.4% |
| 3M | +15.4% | +21.7% | -6.3% | +6.8% |
| 6M | +16.1% | +4.0% | +12.1% | +13.3% |
| YTD | +11.4% | +6.2% | +5.1% | +6.9% |
| 1Y | +18.5% | +5.4% | +13.1% | +14.0% |
| 3Y | +70.5% | +11.7% | +58.8% | +56.3% |
| 5Y | +40.9% | -35.6% | +76.6% | +61.3% |
| All | +264.9% | +67.9% | +196.9% | +250.5% |
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