+1,634.8%
CLS vs IAU
+810.1%
+824.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.8% | +6.0% | +7.4% |
| 7D | -10.6% | +4.9% | -15.4% | -11.8% |
| 30D | -38.4% | -1.4% | -37.1% | -38.2% |
| 3M | -29.9% | -4.8% | -25.1% | -28.9% |
| 6M | -40.6% | -12.5% | -28.2% | -38.6% |
| YTD | -24.6% | -4.2% | -20.4% | -23.3% |
| 1Y | -30.8% | +3.1% | -33.9% | -30.7% |
| 3Y | +811.7% | +110.0% | +701.7% | +694.1% |
| 5Y | +1,838.4% | +123.1% | +1,715.4% | +1,562.9% |
| 10Y | +1,751.5% | +216.7% | +1,534.8% | +1,398.0% |
| All | +1,634.8% | +810.1% | +824.7% | +1,155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling