+24.3%
CMS vs EQX
+73.3%
-49.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.3% | -0.5% |
| 7D | -1.3% | -7.0% | +5.7% | -1.0% |
| 30D | -2.8% | +4.8% | -7.6% | -3.1% |
| 3M | -7.1% | +25.6% | -32.8% | -8.5% |
| 6M | -10.0% | -25.8% | +15.8% | -8.9% |
| YTD | -0.9% | -12.7% | +11.8% | -1.0% |
| 1Y | -2.0% | +14.1% | -16.1% | -4.0% |
| 3Y | +33.0% | +165.7% | -132.8% | +19.7% |
| 5Y | +24.3% | +81.2% | -57.0% | +11.3% |
| All | +24.3% | +73.3% | -49.0% | +11.3% |
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