+209.5%
IAU vs CVE
+136.1%
+73.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.7% | -16.1% | +20.9% | +5.1% |
| 30D | -0.9% | -10.4% | +9.5% | -0.7% |
| 3M | -4.4% | -2.4% | -2.0% | -4.4% |
| 6M | -13.5% | -4.4% | -9.1% | -13.5% |
| YTD | -5.9% | +64.9% | -70.8% | -7.2% |
| 1Y | +1.9% | +66.0% | -64.1% | +0.5% |
| 3Y | +104.1% | +57.7% | +46.4% | +100.9% |
| 5Y | +121.0% | +144.7% | -23.7% | +116.7% |
| All | +209.5% | +136.1% | +73.3% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling