+362.7%
CVE vs EQX
+176.9%
+185.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +5.9% | +2.3% |
| 7D | +4.6% | -8.3% | +13.0% | +5.8% |
| 30D | -12.0% | -4.7% | -7.3% | -11.9% |
| 3M | -3.8% | -10.1% | +6.4% | -3.3% |
| 6M | -2.7% | -29.9% | +27.2% | +0.7% |
| YTD | +73.6% | -26.0% | +99.6% | +75.0% |
| 1Y | +62.0% | -21.0% | +83.0% | +61.1% |
| 3Y | +72.7% | +127.7% | -55.0% | +34.0% |
| 5Y | +153.9% | +22.0% | +131.9% | +112.1% |
| All | +362.7% | +176.9% | +185.8% | +338.3% |
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 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