+212.8%
CSCO vs EQX
+226.7%
-13.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.2% | -1.6% |
| 7D | -1.1% | -7.0% | +5.9% | -0.8% |
| 30D | -10.8% | +4.8% | -15.6% | -11.0% |
| 3M | -9.2% | +25.6% | -34.9% | -10.2% |
| 6M | +39.5% | -25.8% | +65.4% | +40.6% |
| YTD | +41.5% | -12.7% | +54.3% | +41.5% |
| 1Y | +61.0% | +14.1% | +46.9% | +59.1% |
| 3Y | +105.2% | +165.7% | -60.5% | +94.3% |
| 5Y | +113.4% | +81.2% | +32.2% | +99.7% |
| All | +212.8% | +226.7% | -13.9% | +246.1% |
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