+79.2%
CMS vs EQX
+238.5%
-159.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | +1.2% | +3.8% | -2.6% | +1.0% |
| 30D | -3.2% | +9.4% | -12.5% | -3.6% |
| 3M | -2.2% | +16.8% | -19.0% | -3.1% |
| 6M | -9.4% | -23.7% | +14.2% | -8.6% |
| YTD | +0.7% | -9.6% | +10.3% | +0.5% |
| 1Y | +0.4% | +29.1% | -28.8% | -1.9% |
| 3Y | +35.2% | +175.3% | -140.2% | +24.7% |
| 5Y | +24.1% | +77.3% | -53.1% | +14.2% |
| All | +79.2% | +238.5% | -159.2% | +67.6% |
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