+714.9%
CNC vs IAU
+858.9%
-144.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -1.9% | -3.7% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -1.8% | +0.3% | -2.1% | -1.8% |
| 3M | -0.7% | +0.7% | -1.4% | -0.7% |
| 6M | +47.9% | -15.5% | +63.4% | +47.0% |
| YTD | +56.9% | +1.0% | +56.0% | +57.2% |
| 1Y | +123.9% | +19.6% | +104.4% | +126.1% |
| 3Y | -1.3% | +125.4% | -126.7% | +2.0% |
| 5Y | +2.8% | +140.7% | -138.0% | +6.5% |
| 10Y | +90.9% | +218.1% | -127.3% | +101.2% |
| All | +714.9% | +858.9% | -144.0% | +938.6% |
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