+187.6%
CB vs EQH
+234.7%
-47.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -1.2% | +2.8% | -4.0% | -2.3% |
| 3M | +3.8% | +23.1% | -19.3% | -4.2% |
| 6M | +5.8% | +41.4% | -35.6% | -7.9% |
| YTD | +9.4% | +14.3% | -4.9% | +2.5% |
| 1Y | +20.7% | +1.6% | +19.1% | +17.7% |
| 3Y | +70.1% | +102.7% | -32.7% | +19.8% |
| 5Y | +101.4% | +104.5% | -3.2% | +36.4% |
| All | +187.6% | +234.7% | -47.1% | +48.3% |
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