+66.4%
CNP vs IAU
+99.0%
-32.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.3% | -4.6% | +5.9% | +1.5% |
| 30D | +3.8% | -5.4% | +9.2% | +4.1% |
| 3M | +2.4% | -10.9% | +13.2% | +3.0% |
| 6M | -1.2% | -17.4% | +16.2% | +0.4% |
| YTD | +9.3% | -10.2% | +19.5% | +8.6% |
| 1Y | +6.4% | -7.1% | +13.5% | +5.0% |
| 3Y | +66.4% | +97.7% | -31.4% | +26.3% |
| All | +66.4% | +99.0% | -32.7% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling