+65.3%
CI vs EQX
+244.1%
-178.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | +0.5% | +11.1% | -10.6% | +0.2% |
| 3M | -5.2% | +23.1% | -28.3% | -5.7% |
| 6M | +4.3% | -21.8% | +26.2% | +4.7% |
| YTD | +2.8% | -8.1% | +10.9% | +2.7% |
| 1Y | -5.8% | +29.7% | -35.5% | -6.9% |
| 3Y | +4.7% | +179.9% | -175.2% | +0.1% |
| 5Y | +42.7% | +82.5% | -39.8% | +37.7% |
| All | +65.3% | +244.1% | -178.8% | +69.0% |
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