+245.4%
EQX vs CP
+176.3%
+69.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +3.8% | +2.4% | +1.3% | +3.0% |
| 30D | +9.4% | -0.5% | +9.9% | +9.6% |
| 3M | +16.8% | +1.4% | +15.4% | +16.1% |
| 6M | -23.7% | +10.3% | -34.0% | -26.2% |
| YTD | -9.6% | +24.3% | -33.9% | -16.0% |
| 1Y | +29.1% | +20.4% | +8.7% | +21.2% |
| 3Y | +175.3% | +21.8% | +153.5% | +155.7% |
| 5Y | +77.3% | +31.5% | +45.8% | +61.5% |
| All | +245.4% | +176.3% | +69.1% | +328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling