+2,316.3%
ICE vs CRL
+552.0%
+1,764.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.5% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | +7.6% | +10.7% | -3.0% | +4.1% |
| 3M | +13.9% | +55.3% | -41.3% | -2.0% |
| 6M | -2.4% | +60.7% | -63.0% | -18.3% |
| YTD | +0.3% | +44.6% | -44.4% | -13.5% |
| 1Y | -6.4% | +77.7% | -84.2% | -25.3% |
| 3Y | +43.1% | +37.6% | +5.5% | +15.2% |
| 5Y | +42.1% | -35.8% | +77.9% | +48.1% |
| 10Y | +220.9% | +241.7% | -20.8% | +51.0% |
| All | +2,316.3% | +552.0% | +1,764.3% | +665.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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