+415.9%
CVE vs EQX
+243.0%
+172.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.0% |
| 7D | +2.5% | -1.4% | +3.9% | +2.6% |
| 30D | +16.7% | +24.4% | -7.6% | +12.6% |
| 3M | +9.3% | +11.6% | -2.3% | +6.6% |
| 6M | +43.6% | -25.0% | +68.6% | +47.5% |
| YTD | +93.6% | -8.4% | +102.0% | +90.7% |
| 1Y | +98.8% | +43.4% | +55.4% | +78.9% |
| 3Y | +73.6% | +162.0% | -88.4% | +32.4% |
| 5Y | +312.5% | +70.1% | +242.3% | +225.8% |
| All | +415.9% | +243.0% | +172.9% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling