+162.1%
EQX vs CRL
+38.6%
+123.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -3.2% | -3.5% | +0.3% | -2.8% |
| 30D | +7.8% | -2.1% | +9.9% | +8.1% |
| 3M | +21.3% | +48.0% | -26.6% | +17.2% |
| 6M | -22.4% | +64.7% | -87.2% | -26.0% |
| YTD | -11.3% | +39.5% | -50.8% | -14.8% |
| 1Y | +13.5% | +74.2% | -60.7% | +7.6% |
| 3Y | +162.1% | +39.4% | +122.8% | +149.8% |
| All | +162.1% | +38.6% | +123.5% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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