+45.0%
ICE vs CLF
-47.7%
+92.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.2% |
| 7D | -0.7% | +7.6% | -8.2% | -1.3% |
| 30D | +7.6% | -1.2% | +8.8% | +7.6% |
| 3M | +13.9% | -13.4% | +27.3% | +14.8% |
| 6M | -2.4% | +15.4% | -17.8% | -4.4% |
| YTD | +0.3% | -5.9% | +6.1% | -0.6% |
| 1Y | -6.4% | +18.8% | -25.2% | -10.2% |
| 3Y | +43.1% | -19.4% | +62.5% | +39.7% |
| All | +45.0% | -47.7% | +92.7% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling