+39.9%
ICE vs CCI
-51.2%
+91.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +4.0% | +2.1% | +1.8% | +3.3% |
| 3M | +11.0% | -17.8% | +28.8% | +17.6% |
| 6M | -5.0% | -14.2% | +9.2% | -0.9% |
| YTD | -2.7% | -13.3% | +10.6% | +0.7% |
| 1Y | -8.6% | -16.6% | +8.0% | -4.3% |
| 3Y | +41.4% | -10.8% | +52.2% | +41.1% |
| 5Y | +39.9% | -50.3% | +90.2% | +82.5% |
| All | +39.9% | -51.2% | +91.1% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling