+3,673.8%
CLS vs EQX
+244.1%
+3,429.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +20.1% | +1.7% | +18.4% | +19.8% |
| 30D | +6.0% | +11.1% | -5.1% | +3.7% |
| 3M | -10.3% | +23.1% | -33.4% | -14.3% |
| 6M | +24.5% | -21.8% | +46.3% | +28.6% |
| YTD | +12.9% | -8.1% | +20.9% | +12.7% |
| 1Y | +36.7% | +29.7% | +7.0% | +29.0% |
| 3Y | +1,328.1% | +179.9% | +1,148.2% | +1,059.2% |
| 5Y | +3,682.3% | +82.5% | +3,599.8% | +3,000.3% |
| All | +3,673.8% | +244.1% | +3,429.7% | +3,141.2% |
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 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