+62.4%
CART vs EQH
+18.6%
+43.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.6% |
| 30D | +29.7% | +3.9% | +25.7% | +28.1% |
| 3M | +29.7% | +16.3% | +13.4% | +23.8% |
| 6M | +36.8% | +37.1% | -0.3% | +23.9% |
| YTD | +31.7% | +20.2% | +11.4% | +23.0% |
| 1Y | +62.4% | +17.9% | +44.4% | +52.8% |
| All | +62.4% | +18.6% | +43.8% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling