+38.8%
CFG vs EQX
+42.9%
-4.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | -3.8% | +24.4% | -28.2% | -4.4% |
| 3M | +11.5% | +11.6% | -0.1% | +11.1% |
| 6M | +19.2% | -25.0% | +44.2% | +19.1% |
| YTD | +23.7% | -8.4% | +32.1% | +24.1% |
| 1Y | +38.8% | +43.4% | -4.6% | +44.4% |
| All | +38.8% | +42.9% | -4.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling