+35.1%
CLS vs IAU
+20.0%
+15.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.4% | +6.8% |
| 7D | +12.8% | +0.7% | +12.0% | +12.2% |
| 30D | +3.8% | +0.3% | +3.5% | +3.6% |
| 3M | -14.6% | +0.7% | -15.3% | -15.1% |
| 6M | +32.2% | -15.5% | +47.7% | +45.8% |
| YTD | +11.6% | +1.0% | +10.7% | +11.4% |
| 1Y | +35.1% | +19.6% | +15.5% | +6.7% |
| All | +35.1% | +20.0% | +15.1% | +6.7% |
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