+162.1%
EQX vs CG
+42.2%
+120.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -3.2% | -9.9% | +6.7% | -1.0% |
| 30D | +7.8% | -11.7% | +19.4% | +10.6% |
| 3M | +21.3% | -4.3% | +25.6% | +22.2% |
| 6M | -22.4% | -8.8% | -13.7% | -21.0% |
| YTD | -11.3% | -26.9% | +15.5% | -6.8% |
| 1Y | +13.5% | -35.4% | +48.9% | +21.4% |
| 3Y | +162.1% | +43.0% | +119.1% | +120.4% |
| All | +162.1% | +42.2% | +120.0% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling