+69.4%
EQX vs CPB
-41.1%
+110.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -4.8% |
| 7D | -7.0% | -5.4% | -1.6% | -6.7% |
| 30D | +4.8% | -7.8% | +12.7% | +5.2% |
| 3M | +25.6% | -6.9% | +32.6% | +26.1% |
| 6M | -25.8% | -12.2% | -13.7% | -25.3% |
| YTD | -12.7% | -21.1% | +8.3% | -11.5% |
| 1Y | +14.1% | -33.5% | +47.6% | +16.9% |
| 3Y | +165.7% | -43.2% | +208.9% | +167.9% |
| All | +69.4% | -41.1% | +110.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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