+179.4%
CSX vs EQX
+176.1%
+3.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +6.0% | -10.5% | +16.5% | +6.5% |
| 30D | +7.8% | +0.2% | +7.6% | +7.7% |
| 3M | +4.1% | -7.9% | +12.0% | +4.3% |
| 6M | +17.9% | -28.6% | +46.5% | +19.3% |
| YTD | +44.9% | -26.3% | +71.2% | +45.8% |
| 1Y | +51.1% | -20.2% | +71.4% | +51.4% |
| 3Y | +78.3% | +131.1% | -52.8% | +66.8% |
| 5Y | +58.1% | +21.7% | +36.4% | +47.8% |
| All | +179.4% | +176.1% | +3.4% | +199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling