+604.8%
CRS vs EQX
+168.9%
+435.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -6.8% | -3.2% | -3.6% | -6.4% |
| 30D | -16.1% | +7.8% | -23.9% | -17.1% |
| 3M | -21.2% | +21.3% | -42.5% | -23.7% |
| 6M | +8.7% | -22.4% | +31.1% | +10.9% |
| YTD | +41.0% | -11.3% | +52.3% | +41.2% |
| 1Y | +82.7% | +13.5% | +69.2% | +77.4% |
| 3Y | +604.8% | +162.1% | +442.6% | +513.3% |
| All | +604.8% | +168.9% | +435.9% | +513.3% |
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