+238.8%
EQX vs COO
-14.2%
+253.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.2% | -22.5% | +19.3% | +4.7% |
| 30D | +7.8% | -29.7% | +37.5% | +20.3% |
| 3M | +21.3% | -20.1% | +41.5% | +29.5% |
| 6M | -22.4% | -26.9% | +4.5% | -14.8% |
| YTD | -11.3% | -34.2% | +22.9% | +0.7% |
| 1Y | +13.5% | -21.3% | +34.8% | +21.2% |
| 3Y | +162.1% | -38.7% | +200.8% | +197.3% |
| 5Y | +84.2% | -52.2% | +136.4% | +107.9% |
| All | +238.8% | -14.2% | +253.0% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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