+838.1%
CLS vs IAU
+99.0%
+739.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +16.3% | -4.6% | +20.9% | +19.2% |
| 30D | -25.7% | -5.4% | -20.2% | -23.4% |
| 3M | -30.9% | -10.9% | -20.0% | -26.2% |
| 6M | -35.5% | -17.4% | -18.1% | -28.4% |
| YTD | -18.7% | -10.2% | -8.5% | -12.3% |
| 1Y | -17.9% | -7.1% | -10.8% | -12.9% |
| 3Y | +838.1% | +97.7% | +740.4% | +594.3% |
| All | +838.1% | +99.0% | +739.1% | +594.3% |
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