+431.4%
CVE vs EQX
+226.7%
+204.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | +0.4% |
| 7D | +1.6% | -7.0% | +8.7% | +2.7% |
| 30D | +11.7% | +4.8% | +6.9% | +10.6% |
| 3M | +18.2% | +25.6% | -7.5% | +13.1% |
| 6M | +48.8% | -25.8% | +74.7% | +53.0% |
| YTD | +99.4% | -12.7% | +112.1% | +97.7% |
| 1Y | +97.9% | +14.1% | +83.8% | +85.6% |
| 3Y | +76.3% | +165.7% | -89.5% | +33.6% |
| 5Y | +344.6% | +81.2% | +263.4% | +244.3% |
| All | +431.4% | +226.7% | +204.7% | +395.1% |
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