+2.3%
CCI vs EQH
+234.7%
-232.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +2.2% | +2.8% | -0.6% | +1.6% |
| 3M | -16.9% | +23.1% | -40.0% | -20.6% |
| 6M | -11.5% | +41.4% | -52.9% | -18.3% |
| YTD | -12.8% | +14.3% | -27.1% | -15.9% |
| 1Y | -17.1% | +1.6% | -18.7% | -18.2% |
| 3Y | -9.6% | +102.7% | -112.4% | -26.7% |
| 5Y | -48.9% | +104.5% | -153.5% | -59.4% |
| All | +2.3% | +234.7% | -232.4% | -34.5% |
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