+787.1%
IAU vs CCEP
+1,661.8%
-874.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +2.8% | +5.4% | -2.6% | +2.6% |
| 30D | -4.0% | +12.8% | -16.7% | -4.3% |
| 3M | -8.2% | +10.9% | -19.1% | -8.5% |
| 6M | -14.8% | +25.6% | -40.4% | -15.4% |
| YTD | -6.7% | +31.0% | -37.7% | -7.5% |
| 1Y | -2.2% | +32.3% | -34.5% | -3.1% |
| 3Y | +106.7% | +110.5% | -3.8% | +102.1% |
| 5Y | +114.8% | +141.8% | -27.0% | +109.0% |
| 10Y | +213.0% | +341.1% | -128.2% | +198.0% |
| All | +787.1% | +1,661.8% | -874.7% | +656.2% |
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