+456.0%
COR vs EQX
+232.0%
+223.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | -2.8% | -3.2% | +0.4% | -2.8% |
| 30D | +2.6% | +7.8% | -5.2% | +2.4% |
| 3M | +14.5% | +21.3% | -6.9% | +14.0% |
| 6M | -7.8% | -22.4% | +14.6% | -7.4% |
| YTD | -4.2% | -11.3% | +7.1% | -4.2% |
| 1Y | +7.0% | +13.5% | -6.5% | +6.2% |
| 3Y | +85.5% | +162.1% | -76.6% | +78.8% |
| 5Y | +181.2% | +84.2% | +97.0% | +169.2% |
| All | +456.0% | +232.0% | +223.9% | +469.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling