+4,664.5%
CMI vs IAU
+858.9%
+3,805.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | +1.9% | +0.7% | +1.1% | +1.8% |
| 30D | -12.5% | +0.3% | -12.8% | -12.6% |
| 3M | -16.2% | +0.7% | -16.9% | -16.4% |
| 6M | +4.9% | -15.5% | +20.4% | +7.3% |
| YTD | +11.1% | +1.0% | +10.2% | +11.0% |
| 1Y | +43.4% | +19.6% | +23.8% | +40.0% |
| 3Y | +154.1% | +125.4% | +28.6% | +126.5% |
| 5Y | +169.5% | +140.7% | +28.7% | +136.9% |
| 10Y | +503.8% | +218.1% | +285.7% | +407.1% |
| All | +4,664.5% | +858.9% | +3,805.6% | +3,166.5% |
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