-40.6%
CDE vs IAU
+867.6%
-908.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -0.2% |
| 7D | -2.0% | +0.2% | -2.1% | -2.3% |
| 30D | +15.7% | +0.2% | +15.5% | +15.6% |
| 3M | +30.5% | +3.3% | +27.2% | +24.7% |
| 6M | -7.4% | -14.6% | +7.2% | +32.3% |
| YTD | +17.9% | +1.9% | +16.0% | +18.1% |
| 1Y | +46.7% | +20.9% | +25.8% | +6.3% |
| 3Y | +851.3% | +127.5% | +723.8% | +105.6% |
| 5Y | +202.9% | +141.9% | +61.0% | -36.5% |
| 10Y | +58.2% | +222.8% | -164.6% | -75.6% |
| All | -40.6% | +867.6% | -908.2% | -98.6% |
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 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