+19.6%
CCI vs IAU
+218.5%
-198.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | -4.4% | -3.4% | -1.0% | -3.7% |
| 30D | +0.3% | -1.1% | +1.4% | +0.5% |
| 3M | -20.0% | +5.8% | -25.8% | -21.2% |
| 6M | -14.5% | -16.9% | +2.4% | -10.8% |
| YTD | -14.9% | +0.1% | -15.0% | -16.1% |
| 1Y | -17.7% | +18.4% | -36.1% | -23.1% |
| 3Y | -12.4% | +123.6% | -135.9% | -33.7% |
| 5Y | -50.1% | +138.7% | -188.9% | -63.3% |
| All | +19.6% | +218.5% | -198.9% | -14.9% |
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