-35.3%
CLS vs IAU
+1.0%
-36.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.8% | +6.0% | +6.6% |
| 7D | -10.6% | +4.9% | -15.4% | -13.7% |
| 30D | -38.4% | -1.4% | -37.1% | -37.7% |
| 3M | -29.9% | -4.8% | -25.1% | -27.3% |
| 6M | -40.6% | -12.5% | -28.2% | -35.0% |
| YTD | -24.6% | -4.2% | -20.4% | -19.5% |
| All | -35.3% | +1.0% | -36.4% | -38.8% |
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