+86.6%
CVS vs EQX
+226.7%
-140.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.0% | -0.1% |
| 7D | -2.0% | -7.0% | +5.0% | -1.9% |
| 30D | +1.9% | +4.8% | -2.9% | +1.9% |
| 3M | -2.2% | +25.6% | -27.8% | -2.4% |
| 6M | +26.7% | -25.8% | +52.6% | +27.0% |
| YTD | +22.9% | -12.7% | +35.6% | +22.9% |
| 1Y | +32.9% | +14.1% | +18.8% | +32.7% |
| 3Y | +62.3% | +165.7% | -103.5% | +60.8% |
| 5Y | +34.2% | +81.2% | -47.0% | +32.0% |
| All | +86.6% | +226.7% | -140.1% | +100.3% |
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