+80.8%
CF vs EQX
+178.7%
-97.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.8% |
| 7D | -0.8% | +1.7% | -2.6% | -0.8% |
| 30D | +14.3% | +11.1% | +3.2% | +14.4% |
| 3M | +27.9% | +23.1% | +4.8% | +28.2% |
| 6M | +25.5% | -21.8% | +47.4% | +26.8% |
| YTD | +81.2% | -8.1% | +89.3% | +81.3% |
| 1Y | +66.5% | +29.7% | +36.8% | +64.0% |
| All | +80.8% | +178.7% | -97.9% | +71.6% |
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