+2,330.7%
CLS vs IAU
+875.8%
+1,455.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +4.6% | -0.5% | +5.1% | +4.7% |
| 30D | -13.9% | +4.4% | -18.3% | -14.8% |
| 3M | -26.6% | -1.1% | -25.5% | -26.3% |
| 6M | +15.4% | -13.7% | +29.1% | +19.5% |
| YTD | +5.7% | +2.7% | +2.9% | +5.5% |
| 1Y | +41.1% | +24.6% | +16.5% | +35.6% |
| 3Y | +1,228.6% | +126.8% | +1,101.7% | +1,034.1% |
| 5Y | +3,240.6% | +139.5% | +3,101.2% | +2,712.7% |
| 10Y | +2,760.3% | +226.3% | +2,534.1% | +2,186.8% |
| All | +2,330.7% | +875.8% | +1,455.0% | +1,627.3% |
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