+184.4%
CFG vs EQX
+164.6%
+19.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.4% | +0.5% |
| 7D | -1.7% | -7.0% | +5.3% | -1.5% |
| 30D | -4.6% | +4.8% | -9.4% | -4.8% |
| 3M | +7.9% | +25.6% | -17.8% | +6.9% |
| 6M | +19.9% | -25.8% | +45.7% | +20.5% |
| YTD | +21.7% | -12.7% | +34.4% | +21.7% |
| 1Y | +38.4% | +14.1% | +24.4% | +37.4% |
| All | +184.4% | +164.6% | +19.8% | +164.5% |
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