+216.7%
IAU vs CVE
+136.7%
+80.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +4.9% | -10.1% | +15.0% | +5.1% |
| 30D | -1.4% | -12.1% | +10.7% | -1.2% |
| 3M | -4.8% | -1.9% | -2.9% | -4.8% |
| 6M | -12.5% | -1.8% | -10.6% | -12.6% |
| YTD | -4.2% | +65.8% | -70.0% | -5.5% |
| 1Y | +3.1% | +60.8% | -57.7% | +1.8% |
| 3Y | +110.0% | +70.1% | +39.9% | +106.4% |
| 5Y | +123.1% | +134.8% | -11.7% | +118.7% |
| 10Y | +216.7% | +130.1% | +86.6% | +213.4% |
| All | +216.7% | +136.7% | +80.0% | +213.4% |
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