+40.4%
ICE vs CL
+41.5%
-1.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +13.7% | +9.5% | +4.2% | +10.7% |
| 3M | +17.9% | +6.6% | +11.3% | +15.6% |
| 6M | +15.0% | +13.2% | +1.7% | +10.7% |
| YTD | +10.9% | +26.9% | -15.9% | +2.5% |
| 1Y | +17.0% | +27.6% | -10.6% | +7.8% |
| 3Y | +68.2% | +39.1% | +29.1% | +48.3% |
| 5Y | +40.4% | +41.3% | -0.9% | +23.4% |
| All | +40.4% | +41.5% | -1.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling