+64.6%
ICE vs CCI
+7.0%
+57.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +1.0% | +0.9% | +0.1% | +0.8% |
| 30D | +11.4% | +10.3% | +1.1% | +9.1% |
| 3M | +16.2% | +17.9% | -1.7% | +12.0% |
| 6M | +12.5% | -0.5% | +12.9% | +12.5% |
| YTD | +8.6% | +2.7% | +5.9% | +7.4% |
| 1Y | +18.4% | +3.1% | +15.2% | +16.9% |
| All | +64.6% | +7.0% | +57.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling