-53.3%
CSGP vs EQX
+7.1%
-60.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +12.8% | -8.8% | +4.1% |
| 7D | +18.3% | +7.6% | +10.7% | +18.3% |
| 30D | +17.8% | +0.4% | +17.3% | +17.6% |
| 3M | +9.3% | +18.0% | -8.7% | +9.8% |
| 6M | -7.9% | -18.4% | +10.4% | -7.6% |
| YTD | -51.5% | -19.3% | -32.2% | -51.3% |
| 1Y | -53.3% | +9.2% | -62.5% | -51.2% |
| All | -53.3% | +7.1% | -60.4% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling