+346.2%
CVE vs EQX
+79.7%
+266.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +2.0% | +1.7% | +0.2% | +1.8% |
| 30D | +13.2% | +11.1% | +2.1% | +11.7% |
| 3M | +21.7% | +23.1% | -1.4% | +18.1% |
| 6M | +48.4% | -21.8% | +70.2% | +51.1% |
| YTD | +100.1% | -8.1% | +108.2% | +98.0% |
| 1Y | +107.8% | +29.7% | +78.2% | +94.5% |
| 3Y | +76.9% | +179.9% | -103.0% | +40.7% |
| 5Y | +346.2% | +82.5% | +263.7% | +276.4% |
| All | +346.2% | +79.7% | +266.5% | +276.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling