+2,583.6%
ICE vs CCI
+467.2%
+2,116.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.3% |
| 7D | +3.6% | +2.5% | +1.1% | +2.2% |
| 30D | +15.1% | +14.4% | +0.7% | +6.3% |
| 3M | +15.4% | +21.7% | -6.3% | +1.9% |
| 6M | +16.1% | +4.0% | +12.1% | +10.9% |
| YTD | +11.4% | +6.2% | +5.1% | +3.4% |
| 1Y | +18.5% | +5.4% | +13.1% | +10.4% |
| 3Y | +70.5% | +11.7% | +58.8% | +47.6% |
| 5Y | +40.9% | -35.6% | +76.6% | +64.3% |
| 10Y | +260.6% | +68.7% | +191.8% | +107.6% |
| All | +2,583.6% | +467.2% | +2,116.4% | +596.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling