+421.5%
CARR vs EQX
+133.2%
+288.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | -8.9% | +7.8% | -16.7% | -9.5% |
| 3M | -17.3% | +21.3% | -38.6% | -18.7% |
| 6M | -1.4% | -22.4% | +21.0% | -0.3% |
| YTD | +10.0% | -11.3% | +21.3% | +10.0% |
| 1Y | -6.4% | +13.5% | -19.9% | -8.2% |
| 3Y | +1.5% | +162.1% | -160.6% | -8.1% |
| 5Y | +9.3% | +84.2% | -74.9% | -3.4% |
| All | +421.5% | +133.2% | +288.3% | +670.5% |
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