-31.9%
CAPR vs EQH
+226.5%
-258.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.5% |
| 7D | -9.5% | +5.4% | -14.9% | -12.7% |
| 30D | +121.5% | +1.0% | +120.5% | +119.0% |
| 3M | -65.4% | +26.7% | -92.1% | -71.3% |
| 6M | -67.5% | +34.4% | -101.9% | -74.5% |
| YTD | -68.6% | +11.5% | -80.1% | -72.5% |
| 1Y | +42.7% | +0.4% | +42.3% | +32.3% |
| 3Y | +43.4% | +96.5% | -53.2% | -18.0% |
| 5Y | +86.0% | +93.4% | -7.3% | +1.9% |
| All | -31.9% | +226.5% | -258.4% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling