+264.9%
ICE vs CL
+88.0%
+176.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.4% |
| 7D | +3.6% | +3.2% | +0.4% | +2.3% |
| 30D | +15.1% | +8.0% | +7.0% | +11.6% |
| 3M | +15.4% | +7.9% | +7.5% | +11.9% |
| 6M | +16.1% | +14.7% | +1.4% | +9.7% |
| YTD | +11.4% | +29.2% | -17.8% | -0.5% |
| 1Y | +18.5% | +29.5% | -11.1% | +5.6% |
| 3Y | +70.5% | +40.7% | +29.9% | +44.3% |
| 5Y | +40.9% | +43.9% | -2.9% | +16.7% |
| All | +264.9% | +88.0% | +176.8% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling