+251.1%
EQX vs COO
+1.0%
+250.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.2% | +7.9% | +3.7% |
| 7D | +1.7% | -9.0% | +10.7% | +4.8% |
| 30D | +11.1% | -16.8% | +27.9% | +17.8% |
| 3M | +23.1% | -7.5% | +30.6% | +25.7% |
| 6M | -21.8% | -16.3% | -5.6% | -17.6% |
| YTD | -8.1% | -22.5% | +14.5% | -0.7% |
| 1Y | +29.7% | -7.0% | +36.7% | +31.5% |
| 3Y | +179.9% | -27.5% | +207.4% | +201.4% |
| 5Y | +82.5% | -43.3% | +125.8% | +95.7% |
| All | +251.1% | +1.0% | +250.1% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling