+197.7%
CAT vs EQX
+164.6%
+33.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -0.7% |
| 7D | +0.6% | -7.0% | +7.6% | +1.4% |
| 30D | -4.5% | +4.8% | -9.4% | -5.2% |
| 3M | -5.8% | +25.6% | -31.4% | -8.7% |
| 6M | +12.7% | -25.8% | +38.6% | +14.9% |
| YTD | +41.4% | -12.7% | +54.1% | +41.7% |
| 1Y | +92.1% | +14.1% | +78.0% | +88.5% |
| All | +197.7% | +164.6% | +33.1% | +168.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling