-9.4%
CSGP vs EQX
+200.7%
-210.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.1% | +4.2% | -2.4% |
| 7D | -3.2% | +12.3% | -15.5% | -3.9% |
| 30D | +2.2% | -1.7% | +3.9% | +2.2% |
| 3M | -3.7% | -2.9% | -0.7% | -3.7% |
| 6M | -7.4% | -21.2% | +13.7% | -6.5% |
| YTD | -54.9% | -19.7% | -35.2% | -54.8% |
| 1Y | -54.9% | -7.6% | -47.2% | -55.3% |
| 3Y | -61.9% | +147.3% | -209.2% | -66.2% |
| 5Y | -63.1% | +40.8% | -103.9% | -66.9% |
| All | -9.4% | +200.7% | -210.1% | -11.0% |
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