-51.7%
CCL vs EQX
+226.7%
-278.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.0% | -0.3% |
| 7D | -4.3% | -7.0% | +2.7% | -3.3% |
| 30D | -19.0% | +4.8% | -23.8% | -19.7% |
| 3M | -13.1% | +25.6% | -38.7% | -16.4% |
| 6M | -13.3% | -25.8% | +12.6% | -10.4% |
| YTD | -25.2% | -12.7% | -12.5% | -25.1% |
| 1Y | -27.2% | +14.1% | -41.3% | -30.2% |
| 3Y | +49.2% | +165.7% | -116.5% | +20.5% |
| 5Y | +0.4% | +81.2% | -80.9% | -19.5% |
| All | -51.7% | +226.7% | -278.4% | -56.0% |
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