+245.4%
EQX vs CAPR
+110.7%
+134.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | +3.8% | -9.5% | +13.3% | +3.9% |
| 30D | +9.4% | +121.5% | -112.1% | +8.1% |
| 3M | +16.8% | -65.4% | +82.2% | +17.3% |
| 6M | -23.7% | -67.5% | +43.9% | -23.3% |
| YTD | -9.6% | -68.6% | +59.0% | -9.2% |
| 1Y | +29.1% | +42.7% | -13.6% | +24.2% |
| 3Y | +175.3% | +43.4% | +132.0% | +154.2% |
| 5Y | +77.3% | +86.0% | -8.8% | +60.3% |
| All | +245.4% | +110.7% | +134.7% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling