+69.9%
ICE vs CL
+38.4%
+31.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +13.7% | +9.5% | +4.2% | +11.1% |
| 3M | +17.9% | +6.6% | +11.3% | +15.9% |
| 6M | +15.0% | +13.2% | +1.7% | +11.4% |
| YTD | +10.9% | +26.9% | -15.9% | +3.6% |
| 1Y | +17.0% | +27.6% | -10.6% | +9.0% |
| All | +69.9% | +38.4% | +31.5% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling