+79.4%
CL vs EQX
+238.5%
-159.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -1.4% | +3.8% | -5.1% | -1.4% |
| 30D | -5.2% | +9.4% | -14.6% | -5.4% |
| 3M | +3.3% | +16.8% | -13.5% | +2.8% |
| 6M | -4.4% | -23.7% | +19.3% | -3.9% |
| YTD | +13.9% | -9.6% | +23.5% | +13.9% |
| 1Y | +7.6% | +29.1% | -21.5% | +6.6% |
| 3Y | +29.6% | +175.3% | -145.8% | +24.7% |
| 5Y | +28.1% | +77.3% | -49.2% | +22.5% |
| All | +79.4% | +238.5% | -159.1% | +80.7% |
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