+659.2%
CAT vs EQX
+232.0%
+427.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.5% |
| 7D | +0.6% | -3.2% | +3.8% | +0.8% |
| 30D | -4.3% | +7.8% | -12.1% | -5.0% |
| 3M | -8.6% | +21.3% | -30.0% | -10.5% |
| 6M | +16.1% | -22.4% | +38.5% | +17.7% |
| YTD | +43.8% | -11.3% | +55.1% | +43.9% |
| 1Y | +91.5% | +13.5% | +78.0% | +88.0% |
| 3Y | +202.7% | +162.1% | +40.6% | +175.5% |
| 5Y | +335.1% | +84.2% | +250.9% | +290.5% |
| All | +659.2% | +232.0% | +427.1% | +714.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling