+876.7%
IAU vs CCEP
+1,485.1%
-608.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -0.5% | -3.1% | +2.5% | -0.4% |
| 30D | +4.4% | -2.6% | +7.0% | +4.5% |
| 3M | -1.1% | +14.9% | -16.0% | -1.5% |
| 6M | -13.7% | +2.3% | -16.0% | -13.8% |
| YTD | +2.7% | +17.8% | -15.1% | +2.2% |
| 1Y | +24.6% | +24.2% | +0.4% | +23.7% |
| 3Y | +126.8% | +84.7% | +42.1% | +122.7% |
| 5Y | +139.5% | +103.2% | +36.3% | +134.2% |
| 10Y | +226.3% | +257.4% | -31.1% | +212.7% |
| All | +876.7% | +1,485.1% | -608.4% | +735.5% |
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