+25.2%
COP vs EQX
+168.9%
-143.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +2.3% | -3.2% | +5.5% | +2.3% |
| 30D | +8.6% | +7.8% | +0.9% | +8.6% |
| 3M | +19.9% | +21.3% | -1.5% | +20.0% |
| 6M | +19.0% | -22.4% | +41.4% | +20.0% |
| YTD | +50.0% | -11.3% | +61.3% | +49.9% |
| 1Y | +50.5% | +13.5% | +37.0% | +48.7% |
| 3Y | +25.2% | +162.1% | -136.9% | +15.9% |
| All | +25.2% | +168.9% | -143.7% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling