+46.1%
ICE vs CLF
-18.8%
+64.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.1% |
| 7D | -0.7% | +7.6% | -8.2% | -0.9% |
| 30D | +7.6% | -1.2% | +8.8% | +7.6% |
| 3M | +13.9% | -13.4% | +27.3% | +14.2% |
| 6M | -2.4% | +15.4% | -17.8% | -3.2% |
| YTD | +0.3% | -5.9% | +6.1% | -0.2% |
| 1Y | -6.4% | +18.8% | -25.2% | -8.0% |
| All | +46.1% | -18.8% | +64.9% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling