+2,489.8%
ICE vs CLF
-36.3%
+2,526.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +2.0% | -19.6% | +21.6% | +5.4% |
| 30D | +12.9% | -5.0% | +17.9% | +12.9% |
| 3M | +15.4% | -6.3% | +21.7% | +15.2% |
| 6M | +13.1% | +2.8% | +10.3% | +9.9% |
| YTD | +7.5% | -13.7% | +21.2% | +5.9% |
| 1Y | +18.3% | +13.6% | +4.8% | +11.1% |
| 3Y | +65.9% | -34.0% | +99.9% | +59.1% |
| 5Y | +35.2% | -48.7% | +84.0% | +29.9% |
| 10Y | +266.7% | +113.4% | +153.3% | +118.1% |
| All | +2,489.8% | -36.3% | +2,526.1% | +743.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling