+201.1%
CB vs EQX
+232.0%
-30.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.2% |
| 7D | -0.7% | -3.2% | +2.5% | -0.7% |
| 30D | -1.2% | +7.8% | -8.9% | -1.2% |
| 3M | +3.8% | +21.3% | -17.6% | +3.7% |
| 6M | +5.8% | -22.4% | +28.2% | +6.0% |
| YTD | +9.4% | -11.3% | +20.7% | +9.4% |
| 1Y | +20.7% | +13.5% | +7.2% | +20.3% |
| 3Y | +70.1% | +162.1% | -92.1% | +67.0% |
| 5Y | +101.4% | +84.2% | +17.2% | +96.5% |
| All | +201.1% | +232.0% | -30.9% | +221.9% |
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 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