+28.5%
CL vs EQX
+73.3%
-44.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | 0.0% |
| 7D | -2.4% | -7.0% | +4.6% | -2.2% |
| 30D | -4.8% | +4.8% | -9.6% | -4.9% |
| 3M | -1.7% | +25.6% | -27.4% | -2.5% |
| 6M | -3.8% | -25.8% | +22.0% | -3.1% |
| YTD | +13.3% | -12.7% | +26.0% | +13.4% |
| 1Y | +8.3% | +14.1% | -5.8% | +7.4% |
| 3Y | +28.8% | +165.7% | -136.9% | +22.3% |
| 5Y | +28.5% | +81.2% | -52.7% | +20.5% |
| All | +28.5% | +73.3% | -44.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling