+245.4%
EQX vs CPB
-11.7%
+257.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +3.8% | -8.2% | +12.0% | +4.6% |
| 30D | +9.4% | -5.6% | +15.0% | +9.9% |
| 3M | +16.8% | +3.0% | +13.9% | +16.1% |
| 6M | -23.7% | -12.7% | -11.0% | -22.7% |
| YTD | -9.6% | -18.0% | +8.4% | -7.8% |
| 1Y | +29.1% | -31.7% | +60.9% | +34.4% |
| 3Y | +175.3% | -41.0% | +216.3% | +186.7% |
| 5Y | +77.3% | -38.4% | +115.7% | +82.6% |
| All | +245.4% | -11.7% | +257.1% | +210.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling