-26.1%
CLX vs EQX
+232.0%
-258.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.2% |
| 7D | -5.7% | -3.2% | -2.5% | -5.6% |
| 30D | -17.0% | +7.8% | -24.8% | -17.2% |
| 3M | -9.7% | +21.3% | -31.0% | -10.3% |
| 6M | -19.8% | -22.4% | +2.6% | -19.4% |
| YTD | -9.8% | -11.3% | +1.5% | -9.8% |
| 1Y | -26.2% | +13.5% | -39.7% | -26.7% |
| 3Y | -36.2% | +162.1% | -198.3% | -39.0% |
| 5Y | -38.3% | +84.2% | -122.5% | -41.4% |
| All | -26.1% | +232.0% | -258.1% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling