-3.9%
CAG vs EQX
+232.0%
-236.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -5.7% | -3.2% | -2.5% | -5.6% |
| 30D | -2.4% | +7.8% | -10.2% | -2.7% |
| 3M | +9.8% | +21.3% | -11.5% | +8.9% |
| 6M | -10.8% | -22.4% | +11.6% | -10.3% |
| YTD | -10.8% | -11.3% | +0.5% | -10.8% |
| 1Y | -19.0% | +13.5% | -32.5% | -19.8% |
| 3Y | -39.7% | +162.1% | -201.8% | -43.5% |
| 5Y | -43.0% | +84.2% | -127.2% | -46.5% |
| All | -3.9% | +232.0% | -236.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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