-29.4%
CCL vs IAU
+208.6%
-238.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +5.8% | +2.8% | +3.0% | +5.7% |
| 30D | +17.3% | -4.0% | +21.2% | +17.4% |
| 3M | +11.3% | -8.2% | +19.5% | +11.5% |
| 6M | +18.5% | -14.8% | +33.2% | +18.3% |
| YTD | +2.8% | -6.7% | +9.5% | +3.8% |
| 1Y | +16.7% | -2.2% | +19.0% | +18.5% |
| 3Y | +146.0% | +106.7% | +39.3% | +167.7% |
| 5Y | +33.6% | +114.8% | -81.2% | +43.7% |
| 10Y | -29.4% | +213.0% | -242.4% | -16.7% |
| All | -29.4% | +208.6% | -238.1% | -16.7% |
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