+197.1%
CBOE vs EQH
+234.7%
-37.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.4% |
| 7D | -5.8% | +0.7% | -6.5% | -5.9% |
| 30D | -3.1% | +2.8% | -6.0% | -3.6% |
| 3M | -4.8% | +23.1% | -27.8% | -7.9% |
| 6M | -0.6% | +41.4% | -42.0% | -6.2% |
| YTD | +12.8% | +14.3% | -1.5% | +9.7% |
| 1Y | +19.8% | +1.6% | +18.2% | +18.6% |
| 3Y | +86.9% | +102.7% | -15.8% | +56.6% |
| 5Y | +136.5% | +104.5% | +32.0% | +93.9% |
| All | +197.1% | +234.7% | -37.6% | +99.0% |
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