+42.4%
CART vs EQH
+91.3%
-48.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.4% |
| 7D | -4.1% | +5.4% | -9.5% | -5.8% |
| 30D | -4.3% | +1.0% | -5.3% | -4.7% |
| 3M | +13.1% | +26.7% | -13.6% | +3.9% |
| 6M | +26.0% | +34.4% | -8.3% | +12.8% |
| YTD | +6.7% | +11.5% | -4.8% | +1.8% |
| 1Y | +6.3% | +0.4% | +5.9% | +4.8% |
| All | +42.4% | +91.3% | -48.9% | +1.7% |
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