+217.1%
ICE vs CLF
+108.7%
+108.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -1.2% | +6.5% | -7.7% | -1.8% |
| 30D | +5.0% | +0.2% | +4.7% | +4.8% |
| 3M | +13.9% | -3.1% | +17.0% | +13.6% |
| 6M | -4.4% | +25.0% | -29.4% | -7.3% |
| YTD | -1.9% | -7.5% | +5.5% | -2.7% |
| 1Y | -8.1% | +11.5% | -19.6% | -11.3% |
| 3Y | +42.5% | -13.7% | +56.2% | +36.7% |
| 5Y | +40.6% | -47.0% | +87.6% | +39.0% |
| 10Y | +217.1% | +116.3% | +100.8% | +136.8% |
| All | +217.1% | +108.7% | +108.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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