+9.2%
EQX vs CAPR
+47.4%
-38.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +8.3% | +4.5% | +12.8% |
| 7D | +7.6% | +43.2% | -35.5% | +7.5% |
| 30D | +0.4% | +14.7% | -14.2% | +0.4% |
| 3M | +18.0% | +113.9% | -95.9% | +17.9% |
| 6M | -18.4% | -73.4% | +55.0% | -18.4% |
| YTD | -19.3% | -69.1% | +49.8% | -19.4% |
| 1Y | +9.2% | +47.2% | -38.0% | +12.3% |
| All | +9.2% | +47.4% | -38.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling