-1.8%
CEG vs IAU
+19.9%
-21.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | +1.3% | +0.2% | +1.2% | +1.2% |
| 30D | +8.8% | +0.2% | +8.6% | +8.7% |
| 3M | +17.0% | +3.3% | +13.7% | +15.6% |
| 6M | -8.7% | -14.6% | +5.8% | -6.7% |
| YTD | -16.4% | +1.9% | -18.3% | -17.2% |
| 1Y | -1.8% | +20.9% | -22.6% | -9.5% |
| All | -1.8% | +19.9% | -21.6% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling