+139.9%
CNP vs IAU
+221.5%
-81.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -0.1% | +0.2% | -0.3% | -0.2% |
| 3M | -5.6% | +3.3% | -8.9% | -6.4% |
| 6M | -7.5% | -14.6% | +7.1% | -4.5% |
| YTD | +5.5% | +1.9% | +3.6% | +3.4% |
| 1Y | +8.3% | +20.9% | -12.5% | +1.0% |
| 3Y | +51.8% | +127.5% | -75.7% | +15.6% |
| 5Y | +69.9% | +141.9% | -72.0% | +26.0% |
| 10Y | +139.9% | +222.8% | -82.8% | +70.3% |
| All | +139.9% | +221.5% | -81.6% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling