+170.3%
CVX vs EQX
+232.0%
-61.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +2.6% | -3.2% | +5.8% | +2.8% |
| 30D | +9.8% | +7.8% | +2.1% | +9.2% |
| 3M | +16.2% | +21.3% | -5.1% | +14.4% |
| 6M | +13.6% | -22.4% | +36.0% | +14.9% |
| YTD | +44.4% | -11.3% | +55.7% | +43.7% |
| 1Y | +40.6% | +13.5% | +27.1% | +36.5% |
| 3Y | +48.2% | +162.1% | -114.0% | +29.8% |
| 5Y | +172.3% | +84.2% | +88.1% | +139.1% |
| All | +170.3% | +232.0% | -61.7% | +153.3% |
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