+27.9%
CAPR vs EQH
+97.5%
-69.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.4% |
| 7D | -10.6% | -1.8% | -8.8% | -9.8% |
| 30D | +111.2% | +2.4% | +108.8% | +107.9% |
| 3M | -67.2% | +26.3% | -93.5% | -72.2% |
| 6M | -75.1% | +35.8% | -111.0% | -80.2% |
| YTD | -71.2% | +12.7% | -83.9% | -74.4% |
| 1Y | +31.1% | +2.5% | +28.7% | +18.7% |
| All | +27.9% | +97.5% | -69.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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