+210.5%
ICE vs CLX
-2.6%
+213.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -5.3% | -5.9% | +0.5% | -4.4% |
| 30D | +3.0% | -17.0% | +20.1% | +6.0% |
| 3M | +11.4% | -9.6% | +21.0% | +13.0% |
| 6M | -2.0% | -21.5% | +19.5% | +1.3% |
| YTD | -3.1% | -8.8% | +5.7% | -2.5% |
| 1Y | -8.4% | -24.7% | +16.3% | -4.9% |
| 3Y | +40.7% | -35.6% | +76.4% | +49.2% |
| 5Y | +40.0% | -37.6% | +77.6% | +46.7% |
| All | +210.5% | -2.6% | +213.1% | +211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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