+163.3%
CSX vs EQX
+226.7%
-63.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.4% | +1.6% |
| 7D | +0.1% | -7.0% | +7.1% | +0.4% |
| 30D | -1.5% | +4.8% | -6.4% | -1.8% |
| 3M | +6.0% | +25.6% | -19.7% | +4.6% |
| 6M | +20.6% | -25.8% | +46.4% | +21.8% |
| YTD | +36.5% | -12.7% | +49.3% | +36.5% |
| 1Y | +55.0% | +14.1% | +40.9% | +52.7% |
| 3Y | +70.8% | +165.7% | -95.0% | +58.7% |
| 5Y | +69.6% | +81.2% | -11.7% | +56.2% |
| All | +163.3% | +226.7% | -63.4% | +180.5% |
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