+49.3%
CCL vs EQX
+168.9%
-119.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -3.2% | -3.2% | 0.0% | -2.9% |
| 30D | -17.8% | +7.8% | -25.5% | -18.6% |
| 3M | -18.7% | +21.3% | -40.0% | -20.8% |
| 6M | -11.4% | -22.4% | +11.0% | -10.3% |
| YTD | -24.3% | -11.3% | -13.0% | -24.4% |
| 1Y | -28.8% | +13.5% | -42.3% | -30.4% |
| 3Y | +49.3% | +162.1% | -112.8% | +30.7% |
| All | +49.3% | +168.9% | -119.6% | +30.7% |
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