+69.3%
CCI vs IAU
+210.9%
-141.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +2.5% | -4.6% | +7.1% | +3.6% |
| 30D | +14.4% | -5.4% | +19.9% | +15.8% |
| 3M | +21.7% | -10.9% | +32.6% | +24.7% |
| 6M | +4.0% | -17.4% | +21.4% | +8.4% |
| YTD | +6.2% | -10.2% | +16.4% | +7.2% |
| 1Y | +5.4% | -7.1% | +12.5% | +5.2% |
| 3Y | +11.7% | +97.7% | -86.0% | -12.5% |
| 5Y | -35.6% | +105.3% | -140.9% | -50.7% |
| All | +69.3% | +210.9% | -141.7% | +20.3% |
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