+2,263.8%
ICE vs CMI
+3,972.9%
-1,709.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.2% | +1.9% | -3.0% | -2.0% |
| 30D | +5.0% | -12.5% | +17.5% | +10.8% |
| 3M | +13.9% | -16.2% | +30.1% | +20.9% |
| 6M | -4.4% | +4.9% | -9.3% | -9.4% |
| YTD | -1.9% | +11.1% | -13.1% | -10.4% |
| 1Y | -8.1% | +43.4% | -51.5% | -25.7% |
| 3Y | +42.5% | +154.1% | -111.6% | -14.3% |
| 5Y | +40.6% | +169.5% | -128.8% | -20.0% |
| 10Y | +217.1% | +503.8% | -286.7% | +13.5% |
| All | +2,263.8% | +3,972.9% | -1,709.1% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling