+217.1%
ICE vs CL
+51.8%
+165.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.2% | -1.4% | +0.2% | -0.6% |
| 30D | +5.0% | -5.2% | +10.2% | +7.2% |
| 3M | +13.9% | +3.3% | +10.6% | +12.3% |
| 6M | -4.4% | -4.4% | 0.0% | -3.1% |
| YTD | -1.9% | +13.9% | -15.8% | -7.8% |
| 1Y | -8.1% | +7.6% | -15.8% | -11.7% |
| 3Y | +42.5% | +29.6% | +12.9% | +24.5% |
| 5Y | +40.6% | +28.1% | +12.6% | +22.2% |
| 10Y | +217.1% | +53.4% | +163.7% | +151.5% |
| All | +217.1% | +51.8% | +165.3% | +151.5% |
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