+531.0%
CAT vs EQH
+234.7%
+296.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | -4.3% | +2.8% | -7.2% | -5.8% |
| 3M | -8.6% | +23.1% | -31.7% | -17.9% |
| 6M | +16.1% | +41.4% | -25.3% | -3.3% |
| YTD | +43.8% | +14.3% | +29.5% | +32.3% |
| 1Y | +91.5% | +1.6% | +89.9% | +85.3% |
| 3Y | +202.7% | +102.7% | +100.0% | +104.7% |
| 5Y | +335.1% | +104.5% | +230.6% | +185.7% |
| All | +531.0% | +234.7% | +296.3% | +218.4% |
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