-9.2%
CCI vs IAU
+124.3%
-133.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +0.2% | +0.7% | -0.6% | +0.1% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | -16.3% | +0.7% | -17.0% | -16.4% |
| 6M | -13.9% | -15.5% | +1.6% | -11.4% |
| YTD | -12.4% | +1.0% | -13.4% | -13.8% |
| 1Y | -15.2% | +19.6% | -34.7% | -20.5% |
| All | -9.2% | +124.3% | -133.6% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling