-25.2%
CLX vs EQX
+226.7%
-251.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.1% | -0.8% |
| 7D | -5.9% | -7.0% | +1.2% | -5.6% |
| 30D | -17.0% | +4.8% | -21.9% | -17.2% |
| 3M | -9.6% | +25.6% | -35.2% | -10.3% |
| 6M | -21.5% | -25.8% | +4.3% | -21.0% |
| YTD | -8.8% | -12.7% | +3.9% | -8.7% |
| 1Y | -24.7% | +14.1% | -38.7% | -25.2% |
| 3Y | -35.6% | +165.7% | -201.4% | -38.5% |
| 5Y | -37.6% | +81.2% | -118.9% | -40.7% |
| All | -25.2% | +226.7% | -251.9% | -28.6% |
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