+122.0%
CSCO vs EQX
+83.7%
+38.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.3% |
| 7D | +2.7% | -3.2% | +5.9% | +2.8% |
| 30D | -9.5% | +7.8% | -17.2% | -9.9% |
| 3M | -7.6% | +21.3% | -29.0% | -8.6% |
| 6M | +44.9% | -22.4% | +67.3% | +45.9% |
| YTD | +47.7% | -11.3% | +59.0% | +47.6% |
| 1Y | +69.1% | +13.5% | +55.6% | +66.9% |
| 3Y | +113.5% | +162.1% | -48.6% | +100.3% |
| All | +122.0% | +83.7% | +38.3% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling