+197.7%
CAT vs EQH
+97.5%
+100.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | -4.5% | +2.4% | -7.0% | -5.7% |
| 3M | -5.8% | +26.3% | -32.1% | -15.5% |
| 6M | +12.7% | +35.8% | -23.1% | -3.0% |
| YTD | +41.4% | +12.7% | +28.7% | +32.3% |
| 1Y | +92.1% | +2.5% | +89.6% | +87.5% |
| All | +197.7% | +97.5% | +100.2% | +115.8% |
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 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