+67.1%
CCI vs IAU
+210.5%
-143.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.3% |
| 7D | -1.4% | -5.5% | +4.1% | -0.2% |
| 30D | +12.7% | -7.0% | +19.7% | +14.5% |
| 3M | +23.0% | -12.3% | +35.3% | +26.5% |
| 6M | +0.6% | -17.9% | +18.6% | +5.0% |
| YTD | +4.9% | -10.3% | +15.2% | +5.9% |
| 1Y | +0.7% | -7.9% | +8.6% | +0.8% |
| 3Y | +10.2% | +98.7% | -88.4% | -13.9% |
| 5Y | -36.4% | +105.0% | -141.5% | -51.3% |
| All | +67.1% | +210.5% | -143.4% | +18.8% |
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