+210.7%
IAU vs CVE
+149.3%
+61.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | +5.9% | -10.5% | -4.7% |
| 30D | -5.4% | -10.9% | +5.4% | -5.2% |
| 3M | -10.9% | -4.5% | -6.4% | -10.9% |
| 6M | -17.4% | -1.0% | -16.4% | -17.4% |
| YTD | -10.2% | +74.7% | -85.0% | -11.5% |
| 1Y | -7.1% | +65.8% | -72.9% | -8.3% |
| 3Y | +97.7% | +73.2% | +24.5% | +94.3% |
| 5Y | +105.3% | +155.6% | -50.3% | +101.1% |
| All | +210.7% | +149.3% | +61.4% | +207.0% |
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