+251.1%
EQX vs CRL
+150.6%
+100.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.8% |
| 7D | +1.7% | -4.6% | +6.3% | +2.5% |
| 30D | +11.1% | +0.5% | +10.6% | +11.1% |
| 3M | +23.1% | +46.6% | -23.5% | +16.3% |
| 6M | -21.8% | +57.3% | -79.1% | -27.2% |
| YTD | -8.1% | +39.5% | -47.6% | -13.3% |
| 1Y | +29.7% | +76.9% | -47.2% | +17.8% |
| 3Y | +179.9% | +39.4% | +140.5% | +157.5% |
| 5Y | +82.5% | -37.2% | +119.7% | +80.6% |
| All | +251.1% | +150.6% | +100.5% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling