+859.8%
IAU vs CRS
+2,088.2%
-1,228.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.6% |
| 7D | +0.7% | -3.1% | +3.8% | +0.9% |
| 30D | +0.3% | -19.6% | +19.9% | +1.3% |
| 3M | +0.7% | -8.1% | +8.8% | +1.0% |
| 6M | -15.5% | +18.6% | -34.1% | -16.3% |
| YTD | +1.0% | +45.9% | -44.9% | -0.9% |
| 1Y | +19.6% | +82.5% | -62.9% | +16.0% |
| 3Y | +125.4% | +648.9% | -523.4% | +103.6% |
| 5Y | +140.7% | +1,438.1% | -1,297.4% | +108.5% |
| 10Y | +218.1% | +1,327.0% | -1,108.9% | +166.6% |
| All | +859.8% | +2,088.2% | -1,228.4% | +639.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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