+656.4%
CAT vs EQX
+244.1%
+412.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | -2.6% | +11.1% | -13.7% | -3.6% |
| 3M | -10.7% | +23.1% | -33.8% | -12.5% |
| 6M | +16.1% | -21.8% | +38.0% | +17.6% |
| YTD | +43.2% | -8.1% | +51.3% | +42.9% |
| 1Y | +96.8% | +29.7% | +67.1% | +91.4% |
| 3Y | +201.4% | +179.9% | +21.5% | +172.8% |
| 5Y | +332.7% | +82.5% | +250.2% | +287.8% |
| All | +656.4% | +244.1% | +412.3% | +709.2% |
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