+2,316.3%
ICE vs CL
+435.8%
+1,880.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.1% |
| 7D | -0.7% | -2.2% | +1.5% | +0.8% |
| 30D | +7.6% | -4.8% | +12.5% | +11.1% |
| 3M | +13.9% | +4.9% | +9.0% | +9.9% |
| 6M | -2.4% | -5.7% | +3.4% | +0.6% |
| YTD | +0.3% | +14.4% | -14.1% | -10.1% |
| 1Y | -6.4% | +8.7% | -15.2% | -13.5% |
| 3Y | +43.1% | +30.0% | +13.1% | +13.0% |
| 5Y | +42.1% | +28.4% | +13.7% | +10.4% |
| 10Y | +220.9% | +50.1% | +170.8% | +105.5% |
| All | +2,316.3% | +435.8% | +1,880.5% | +324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling