-69.0%
CPNG vs IAU
+154.1%
-223.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -7.4% | -0.5% | -6.9% | -7.3% |
| 30D | -4.4% | +4.4% | -8.9% | -5.5% |
| 3M | -7.5% | -1.1% | -6.4% | -7.5% |
| 6M | -19.9% | -13.7% | -6.2% | -17.8% |
| YTD | -35.2% | +2.7% | -37.9% | -35.8% |
| 1Y | -46.8% | +24.6% | -71.4% | -49.8% |
| 3Y | -20.2% | +126.8% | -147.0% | -35.3% |
| 5Y | -48.4% | +139.5% | -187.9% | -60.7% |
| All | -69.0% | +154.1% | -223.0% | -73.9% |
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