-1.3%
CMS vs EQX
+42.9%
-44.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | -3.6% | +24.4% | -28.0% | -3.9% |
| 3M | -1.9% | +11.6% | -13.5% | -1.9% |
| 6M | -11.0% | -25.0% | +14.0% | -10.2% |
| YTD | +0.2% | -8.4% | +8.6% | +0.9% |
| 1Y | -1.3% | +43.4% | -44.7% | -3.2% |
| All | -1.3% | +42.9% | -44.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling