+65.1%
CLF vs EQX
+238.5%
-173.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +6.5% | +3.8% | +2.7% | +5.6% |
| 30D | +0.2% | +9.4% | -9.1% | -2.3% |
| 3M | -3.1% | +16.8% | -19.9% | -7.4% |
| 6M | +25.0% | -23.7% | +48.7% | +31.2% |
| YTD | -7.5% | -9.6% | +2.1% | -7.8% |
| 1Y | +11.5% | +29.1% | -17.6% | +2.3% |
| 3Y | -13.7% | +175.3% | -189.0% | -36.6% |
| 5Y | -47.0% | +77.3% | -124.3% | -60.2% |
| All | +65.1% | +238.5% | -173.3% | +47.0% |
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