+73.2%
CVE vs EQX
+7.1%
+66.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +12.8% | -20.4% | -6.9% |
| 7D | -12.1% | +7.6% | -19.7% | -11.4% |
| 30D | -9.8% | +0.4% | -10.2% | -9.2% |
| 3M | -0.7% | +18.0% | -18.7% | +0.3% |
| 6M | -4.3% | -18.4% | +14.0% | -3.2% |
| YTD | +70.6% | -19.3% | +89.9% | +72.3% |
| 1Y | +73.2% | +9.2% | +63.9% | +67.3% |
| All | +73.2% | +7.1% | +66.1% | +67.3% |
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