+444.5%
CORZ vs EQX
+177.1%
+267.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.0% |
| 7D | +16.6% | +3.8% | +12.8% | +15.6% |
| 30D | -10.9% | +9.4% | -20.2% | -12.7% |
| 3M | -31.0% | +16.8% | -47.9% | -33.8% |
| 6M | +26.0% | -23.7% | +49.7% | +30.1% |
| YTD | +28.6% | -9.6% | +38.2% | +28.4% |
| 1Y | +34.5% | +29.1% | +5.3% | +25.7% |
| All | +444.5% | +177.1% | +267.3% | +382.1% |
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