-3.1%
CMG vs EQX
+83.7%
-86.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.8% |
| 30D | +10.9% | +7.8% | +3.1% | +10.2% |
| 3M | +15.8% | +21.3% | -5.5% | +13.8% |
| 6M | +6.9% | -22.4% | +29.4% | +8.3% |
| YTD | -2.2% | -11.3% | +9.2% | -2.5% |
| 1Y | -7.1% | +13.5% | -20.6% | -9.5% |
| 3Y | -7.1% | +162.1% | -169.3% | -18.3% |
| All | -3.1% | +83.7% | -86.7% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling