+752.5%
IAU vs CCEP
+1,652.5%
-900.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | -7.0% | +11.0% | -17.9% | -7.3% |
| 3M | -12.3% | +9.2% | -21.5% | -12.5% |
| 6M | -17.9% | +27.2% | -45.1% | -18.6% |
| YTD | -10.3% | +30.3% | -40.6% | -11.1% |
| 1Y | -7.9% | +28.7% | -36.6% | -8.7% |
| 3Y | +98.7% | +109.4% | -10.7% | +94.3% |
| 5Y | +105.0% | +144.1% | -39.0% | +99.4% |
| 10Y | +207.7% | +332.0% | -124.4% | +193.1% |
| All | +752.5% | +1,652.5% | -900.0% | +626.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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