+835.6%
CVX vs IAU
+752.8%
+82.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | -4.6% | +8.0% | +4.3% |
| 30D | -1.0% | -5.4% | +4.5% | -0.1% |
| 3M | +12.2% | -10.9% | +23.1% | +14.3% |
| 6M | +20.3% | -17.4% | +37.7% | +24.1% |
| YTD | +48.3% | -10.2% | +58.5% | +49.0% |
| 1Y | +46.9% | -7.1% | +54.0% | +46.4% |
| 3Y | +73.1% | +97.7% | -24.6% | +44.1% |
| 5Y | +135.2% | +105.3% | +29.9% | +93.5% |
| 10Y | +214.4% | +208.0% | +6.4% | +133.4% |
| All | +835.6% | +752.8% | +82.8% | +342.1% |
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