+41.1%
CLS vs IAU
+24.6%
+16.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.4% |
| 7D | +4.6% | -0.5% | +5.1% | +5.0% |
| 30D | -13.9% | +4.4% | -18.3% | -16.3% |
| 3M | -26.6% | -1.1% | -25.5% | -25.8% |
| 6M | +15.4% | -13.7% | +29.1% | +26.0% |
| YTD | +5.7% | +2.7% | +2.9% | +3.7% |
| 1Y | +41.1% | +24.6% | +16.5% | -6.0% |
| All | +41.1% | +24.6% | +16.6% | -6.0% |
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