-40.4%
CCL vs IAU
+218.6%
-259.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.3% |
| 7D | -0.1% | +0.7% | -0.9% | -0.1% |
| 30D | -20.0% | +0.3% | -20.3% | -20.0% |
| 3M | -13.7% | +0.7% | -14.4% | -13.7% |
| 6M | -9.0% | -15.5% | +6.5% | -10.0% |
| YTD | -22.8% | +1.0% | -23.8% | -22.1% |
| 1Y | -25.3% | +19.6% | -44.9% | -23.3% |
| 3Y | +54.1% | +125.4% | -71.4% | +68.3% |
| 5Y | +3.5% | +140.7% | -137.3% | +12.6% |
| All | -40.4% | +218.6% | -259.0% | -31.6% |
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