+76.2%
CL vs EQX
+232.0%
-155.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.3% |
| 7D | -2.2% | -3.2% | +1.0% | -2.2% |
| 30D | -6.0% | +7.8% | -13.7% | -6.2% |
| 3M | -2.3% | +21.3% | -23.7% | -2.9% |
| 6M | -2.0% | -22.4% | +20.4% | -1.5% |
| YTD | +11.8% | -11.3% | +23.2% | +11.9% |
| 1Y | +5.8% | +13.5% | -7.7% | +5.2% |
| 3Y | +25.9% | +162.1% | -136.2% | +21.3% |
| 5Y | +26.9% | +84.2% | -57.3% | +21.4% |
| All | +76.2% | +232.0% | -155.9% | +77.5% |
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 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