Much of our understanding of Earth’s past climate comes from the measurement of oxygen and carbon isotope variations in deep-sea benthic foraminifera. Yet, long intervals in existing records lack the temporal resolution and age control needed to thoroughly categorize climate states of the Cenozoic era and to study their dynamics. Here, we present a new, highly resolved, astronomically dated, continuous composite of benthic foraminifer isotope records developed in our laboratories. Four climate states—Hothouse, Warmhouse, Coolhouse, Icehouse—are identified on the basis of their distinctive response to astronomical forcing depending on greenhouse gas concentrations and polar ice sheet volume. Statistical analysis of the nonlinear behavior encoded in our record reveals the key role that polar ice volume plays in the predictability of Cenozoic climate dynamics.