+220.8%
CFG vs EQX
+232.0%
-11.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.2% |
| 7D | -0.4% | -3.2% | +2.8% | -0.3% |
| 30D | -4.6% | +7.8% | -12.4% | -5.0% |
| 3M | +6.7% | +21.3% | -14.7% | +5.7% |
| 6M | +22.1% | -22.4% | +44.5% | +22.9% |
| YTD | +23.2% | -11.3% | +34.5% | +23.1% |
| 1Y | +40.3% | +13.5% | +26.8% | +38.6% |
| 3Y | +187.9% | +162.1% | +25.7% | +171.2% |
| 5Y | +102.0% | +84.2% | +17.8% | +87.7% |
| All | +220.8% | +232.0% | -11.2% | +254.0% |
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 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