+75.5%
CVE vs EQX
+174.7%
-99.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.9% | +2.6% |
| 7D | +0.2% | +3.8% | -3.6% | 0.0% |
| 30D | +17.5% | +9.4% | +8.1% | +16.8% |
| 3M | +16.2% | +16.8% | -0.6% | +14.9% |
| 6M | +47.8% | -23.7% | +71.4% | +50.5% |
| YTD | +98.5% | -9.6% | +108.1% | +97.8% |
| 1Y | +109.8% | +29.1% | +80.7% | +100.4% |
| 3Y | +75.5% | +175.3% | -99.9% | +48.7% |
| All | +75.5% | +174.7% | -99.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling