+538.4%
CAH vs EQX
+232.0%
+306.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -0.7% |
| 7D | -5.1% | -3.2% | -1.9% | -5.0% |
| 30D | +0.2% | +7.8% | -7.6% | -0.1% |
| 3M | +6.3% | +21.3% | -15.0% | +5.5% |
| 6M | +9.4% | -22.4% | +31.8% | +10.0% |
| YTD | +15.0% | -11.3% | +26.3% | +14.9% |
| 1Y | +55.4% | +13.5% | +41.9% | +53.5% |
| 3Y | +173.8% | +162.1% | +11.7% | +158.3% |
| 5Y | +395.2% | +84.2% | +311.0% | +365.1% |
| All | +538.4% | +232.0% | +306.4% | +550.9% |
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