+9.2%
EQX vs CG
-14.1%
+23.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.5% | +8.3% | +11.0% |
| 7D | +7.6% | +9.4% | -1.8% | +4.1% |
| 30D | +0.4% | +8.7% | -8.3% | -2.7% |
| 3M | +18.0% | -15.0% | +33.0% | +24.6% |
| 6M | -18.4% | -13.2% | -5.1% | -15.4% |
| YTD | -19.3% | -26.2% | +6.8% | -18.6% |
| 1Y | +9.2% | -14.1% | +23.3% | -3.0% |
| All | +9.2% | -14.1% | +23.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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