+238.8%
EQX vs CAPR
+94.7%
+144.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.2% | -11.0% | +7.8% | -3.1% |
| 30D | +7.8% | +99.8% | -92.0% | +6.6% |
| 3M | +21.3% | -66.6% | +87.9% | +21.9% |
| 6M | -22.4% | -75.1% | +52.6% | -21.8% |
| YTD | -11.3% | -71.0% | +59.7% | -10.8% |
| 1Y | +13.5% | +30.0% | -16.5% | +9.3% |
| 3Y | +162.1% | +29.0% | +133.2% | +142.5% |
| 5Y | +84.2% | +70.8% | +13.4% | +66.7% |
| All | +238.8% | +94.7% | +144.2% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling