+185.3%
CB vs EQH
+226.5%
-41.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | -0.6% | +5.4% | -6.0% | -2.5% |
| 30D | -3.9% | +1.0% | -4.9% | -4.4% |
| 3M | +4.9% | +26.7% | -21.8% | -4.2% |
| 6M | +3.3% | +34.4% | -31.1% | -8.4% |
| YTD | +8.5% | +11.5% | -3.0% | +2.6% |
| 1Y | +22.1% | +0.4% | +21.7% | +19.5% |
| 3Y | +70.1% | +96.5% | -26.4% | +21.3% |
| 5Y | +97.4% | +93.4% | +4.0% | +36.8% |
| All | +185.3% | +226.5% | -41.2% | +48.5% |
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