+216.4%
IAU vs CVE
+144.4%
+72.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.2% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -4.4% | -10.8% | +6.4% | -4.2% |
| 3M | -8.9% | -4.3% | -4.6% | -8.9% |
| 6M | -15.9% | -1.5% | -14.5% | -16.0% |
| YTD | -7.8% | +70.7% | -78.5% | -9.1% |
| 1Y | -3.8% | +58.1% | -61.9% | -5.0% |
| 3Y | +104.3% | +69.8% | +34.5% | +100.9% |
| 5Y | +111.2% | +148.9% | -37.7% | +107.0% |
| 10Y | +216.4% | +143.5% | +72.9% | +212.7% |
| All | +216.4% | +144.4% | +72.0% | +212.7% |
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