+813.4%
CCI vs IAU
+776.1%
+37.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -3.4% | -2.0% | -1.4% | -3.1% |
| 30D | +9.9% | -4.4% | +14.4% | +10.6% |
| 3M | +22.7% | -8.9% | +31.6% | +24.2% |
| 6M | +0.8% | -15.9% | +16.7% | +3.0% |
| YTD | +4.1% | -7.8% | +11.9% | +4.7% |
| 1Y | -0.6% | -3.8% | +3.1% | -0.7% |
| 3Y | +9.4% | +104.3% | -94.9% | -1.8% |
| 5Y | -36.8% | +111.2% | -148.0% | -43.7% |
| 10Y | +65.4% | +216.4% | -151.0% | +41.8% |
| All | +813.4% | +776.1% | +37.3% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling