+131.1%
EQX vs CP
+36.4%
+94.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -10.5% | +2.1% | -12.7% | -11.3% |
| 30D | +0.2% | +9.3% | -9.1% | -3.5% |
| 3M | -7.9% | +0.5% | -8.4% | -8.1% |
| 6M | -28.6% | +10.4% | -39.0% | -31.7% |
| YTD | -26.3% | +28.7% | -55.0% | -33.1% |
| 1Y | -20.2% | +33.2% | -53.4% | -28.7% |
| 3Y | +131.1% | +38.4% | +92.7% | +98.7% |
| All | +131.1% | +36.4% | +94.7% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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