+247.9%
CB vs IAU
+210.5%
+37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.3% |
| 7D | 0.0% | -5.5% | +5.5% | 0.0% |
| 30D | +7.4% | -7.0% | +14.4% | +7.3% |
| 3M | +8.6% | -12.3% | +20.9% | +8.4% |
| 6M | +16.1% | -17.9% | +34.1% | +16.1% |
| YTD | +20.2% | -10.3% | +30.5% | +19.7% |
| 1Y | +27.2% | -7.9% | +35.1% | +26.6% |
| 3Y | +72.7% | +98.7% | -26.0% | +69.0% |
| 5Y | +105.9% | +105.0% | +0.9% | +100.2% |
| All | +247.9% | +210.5% | +37.4% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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