+243.5%
IAU vs CVE
+62.8%
+180.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +0.9% |
| 7D | +1.9% | -14.1% | +16.0% | +2.4% |
| 30D | -1.7% | -11.6% | +9.9% | -1.4% |
| 3M | -3.6% | 0.0% | -3.6% | -3.7% |
| 6M | -10.1% | -8.4% | -1.8% | -10.0% |
| YTD | -5.1% | +65.9% | -71.0% | -7.0% |
| 1Y | +2.6% | +69.4% | -66.8% | +0.5% |
| 3Y | +104.1% | +55.9% | +48.2% | +99.5% |
| 5Y | +122.8% | +146.2% | -23.4% | +114.3% |
| 10Y | +206.5% | +140.6% | +65.9% | +193.7% |
| All | +243.5% | +62.8% | +180.7% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling