-16.0%
CLF vs EQX
+164.6%
-180.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +2.9% | -1.0% |
| 7D | -3.7% | -7.0% | +3.3% | -2.1% |
| 30D | -4.7% | +4.8% | -9.5% | -6.1% |
| 3M | -4.7% | +25.6% | -30.3% | -10.3% |
| 6M | +24.0% | -25.8% | +49.8% | +30.3% |
| YTD | -10.9% | -12.7% | +1.8% | -10.6% |
| 1Y | +4.0% | +14.1% | -10.0% | -1.1% |
| All | -16.0% | +164.6% | -180.6% | -28.2% |
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