+104.3%
CEG vs IAU
+103.2%
+1.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | -4.7% | +4.7% | -9.5% | -6.5% |
| 30D | -16.6% | -0.9% | -15.7% | -16.3% |
| 3M | -4.1% | -4.4% | +0.2% | -2.6% |
| 6M | -22.3% | -13.5% | -8.8% | -18.4% |
| YTD | -28.9% | -5.9% | -23.0% | -28.9% |
| 1Y | -28.5% | +1.9% | -30.3% | -31.0% |
| 3Y | +104.3% | +104.1% | +0.2% | +30.3% |
| All | +104.3% | +103.2% | +1.0% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling