+72.2%
EQX vs CP
+34.9%
+37.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.2% | -2.6% | -0.6% | -1.9% |
| 30D | +7.8% | -3.7% | +11.5% | +9.9% |
| 3M | +21.3% | +0.1% | +21.2% | +21.0% |
| 6M | -22.4% | +7.8% | -30.3% | -25.5% |
| YTD | -11.3% | +21.7% | -33.0% | -19.7% |
| 1Y | +13.5% | +18.6% | -5.1% | +4.0% |
| 3Y | +162.1% | +17.5% | +144.6% | +136.6% |
| All | +72.2% | +34.9% | +37.4% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling