+454.9%
COR vs EQX
+226.7%
+228.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.3% | -0.6% |
| 7D | -4.8% | -7.0% | +2.2% | -4.7% |
| 30D | -3.7% | +4.8% | -8.5% | -3.8% |
| 3M | +14.3% | +25.6% | -11.3% | +13.8% |
| 6M | -8.5% | -25.8% | +17.4% | -8.0% |
| YTD | -4.4% | -12.7% | +8.3% | -4.3% |
| 1Y | +9.1% | +14.1% | -4.9% | +8.3% |
| 3Y | +85.2% | +165.7% | -80.5% | +78.4% |
| 5Y | +180.7% | +81.2% | +99.4% | +168.8% |
| All | +454.9% | +226.7% | +228.2% | +468.9% |
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 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