+38.4%
CART vs EQH
+91.5%
-53.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -9.5% | +1.1% | -10.6% | -9.8% |
| 30D | -7.8% | -1.1% | -6.7% | -7.5% |
| 3M | +10.4% | +25.0% | -14.6% | +1.9% |
| 6M | +20.1% | +33.9% | -13.8% | +7.6% |
| YTD | +3.7% | +11.6% | -7.9% | -1.2% |
| 1Y | +2.6% | +1.5% | +1.1% | +0.8% |
| All | +38.4% | +91.5% | -53.1% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling