+404.8%
CMI vs EQX
+232.0%
+172.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -12.4% | +7.8% | -20.2% | -13.1% |
| 3M | -14.8% | +21.3% | -36.1% | -16.4% |
| 6M | +0.8% | -22.4% | +23.2% | +2.0% |
| YTD | +10.2% | -11.3% | +21.5% | +10.3% |
| 1Y | +37.4% | +13.5% | +23.9% | +35.3% |
| 3Y | +153.3% | +162.1% | -8.9% | +133.1% |
| 5Y | +167.6% | +84.2% | +83.4% | +143.0% |
| All | +404.8% | +232.0% | +172.7% | +424.1% |
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