+264.8%
ICE vs CL
+84.6%
+180.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +3.2% | -0.8% | +4.0% | +3.6% |
| 30D | +14.7% | +9.5% | +5.2% | +10.7% |
| 3M | +19.8% | +6.8% | +13.0% | +16.7% |
| 6M | +15.2% | +14.3% | +1.0% | +9.1% |
| YTD | +12.7% | +27.0% | -14.3% | +1.3% |
| 1Y | +20.4% | +26.3% | -5.9% | +8.5% |
| 3Y | +70.8% | +39.3% | +31.5% | +45.0% |
| 5Y | +43.9% | +41.5% | +2.4% | +20.0% |
| 10Y | +264.8% | +84.1% | +180.7% | +171.8% |
| All | +264.8% | +84.6% | +180.2% | +171.8% |
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