+2,516.3%
ICE vs CCI
+448.5%
+2,067.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +1.0% | +0.9% | +0.1% | +0.4% |
| 30D | +11.4% | +10.3% | +1.1% | +5.0% |
| 3M | +16.2% | +17.9% | -1.7% | +4.4% |
| 6M | +12.5% | -0.5% | +12.9% | +10.1% |
| YTD | +8.6% | +2.7% | +5.9% | +2.7% |
| 1Y | +18.4% | +3.1% | +15.2% | +11.6% |
| 3Y | +66.4% | +8.0% | +58.5% | +46.8% |
| 5Y | +37.2% | -37.8% | +75.0% | +63.0% |
| 10Y | +244.8% | +56.5% | +188.3% | +107.9% |
| All | +2,516.3% | +448.5% | +2,067.8% | +592.1% |
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