+222.1%
IAU vs CLBK
+66.9%
+155.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +0.7% | +1.1% | -0.4% | +0.8% |
| 30D | +0.3% | +7.8% | -7.4% | +0.4% |
| 3M | +0.7% | +23.9% | -23.2% | +1.0% |
| 6M | -15.5% | +42.3% | -57.8% | -15.1% |
| YTD | +1.0% | +65.4% | -64.4% | +1.7% |
| 1Y | +19.6% | +70.3% | -50.8% | +20.6% |
| 3Y | +125.4% | +54.5% | +71.0% | +127.4% |
| 5Y | +140.7% | +43.1% | +97.6% | +142.9% |
| All | +222.1% | +66.9% | +155.2% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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