+42.5%
ICE vs CCI
-10.9%
+53.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | +5.0% | +0.5% | +4.5% | +4.8% |
| 3M | +13.9% | -16.3% | +30.1% | +18.4% |
| 6M | -4.4% | -13.9% | +9.5% | -1.4% |
| YTD | -1.9% | -12.4% | +10.5% | +0.5% |
| 1Y | -8.1% | -15.2% | +7.1% | -5.1% |
| 3Y | +42.5% | -9.9% | +52.4% | +47.5% |
| All | +42.5% | -10.9% | +53.4% | +47.5% |
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 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