+2,316.3%
ICE vs CCI
+366.8%
+1,949.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.2% | -1.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | +7.6% | +2.7% | +4.9% | +6.0% |
| 3M | +13.9% | -18.2% | +32.1% | +26.6% |
| 6M | -2.4% | -14.8% | +12.4% | +5.3% |
| YTD | +0.3% | -12.6% | +12.9% | +5.4% |
| 1Y | -6.4% | -16.7% | +10.3% | +0.9% |
| 3Y | +43.1% | -10.5% | +53.6% | +41.6% |
| 5Y | +42.1% | -51.4% | +93.5% | +97.4% |
| 10Y | +220.9% | +20.0% | +200.9% | +129.2% |
| All | +2,316.3% | +366.8% | +1,949.5% | +610.2% |
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