+213.7%
ICE vs CMI
+516.5%
-302.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +4.0% | -12.4% | +16.4% | +7.3% |
| 3M | +13.7% | -14.8% | +28.4% | +17.3% |
| 6M | +0.9% | +0.8% | +0.1% | -1.6% |
| YTD | -2.1% | +10.2% | -12.3% | -7.8% |
| 1Y | -9.5% | +37.4% | -46.9% | -20.8% |
| 3Y | +42.1% | +153.3% | -111.2% | -1.0% |
| 5Y | +41.4% | +167.6% | -126.2% | -5.1% |
| All | +213.7% | +516.5% | -302.8% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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