+534.0%
CAT vs EQH
+226.5%
+307.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.9% |
| 7D | +5.6% | +5.4% | +0.1% | +2.9% |
| 30D | -2.3% | +1.0% | -3.3% | -3.0% |
| 3M | -10.0% | +26.7% | -36.7% | -20.3% |
| 6M | +21.2% | +34.4% | -13.1% | +3.5% |
| YTD | +44.4% | +11.5% | +33.0% | +34.4% |
| 1Y | +96.3% | +0.4% | +95.9% | +91.0% |
| 3Y | +203.9% | +96.5% | +107.4% | +108.6% |
| 5Y | +333.5% | +93.4% | +240.1% | +192.2% |
| All | +534.0% | +226.5% | +307.4% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling