+39.9%
ICE vs CLX
-37.0%
+76.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.5% |
| 7D | -0.9% | -4.9% | +4.1% | -0.2% |
| 30D | +4.0% | -15.8% | +19.8% | +6.3% |
| 3M | +11.0% | -7.9% | +18.9% | +12.0% |
| 6M | -5.0% | -19.0% | +14.1% | -2.6% |
| YTD | -2.7% | -7.9% | +5.2% | -2.4% |
| 1Y | -8.6% | -25.4% | +16.7% | -5.6% |
| 3Y | +41.4% | -35.0% | +76.4% | +48.7% |
| 5Y | +39.9% | -36.8% | +76.6% | +42.7% |
| All | +39.9% | -37.0% | +76.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling