+103.7%
CNH vs EQX
+244.1%
-140.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +2.0% |
| 7D | +1.8% | +1.7% | +0.1% | +1.6% |
| 30D | +32.6% | +11.1% | +21.5% | +31.1% |
| 3M | +29.4% | +23.1% | +6.3% | +26.3% |
| 6M | +26.0% | -21.8% | +47.8% | +28.1% |
| YTD | +52.2% | -8.1% | +60.3% | +51.8% |
| 1Y | +23.9% | +29.7% | -5.8% | +19.0% |
| 3Y | +10.1% | +179.9% | -169.8% | -5.2% |
| 5Y | +13.2% | +82.5% | -69.4% | -3.4% |
| All | +103.7% | +244.1% | -140.3% | +113.1% |
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