+769.1%
CCJ vs EQH
+234.7%
+534.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.3% |
| 7D | -4.0% | +0.7% | -4.7% | -4.3% |
| 30D | -2.4% | +2.8% | -5.2% | -3.5% |
| 3M | -2.3% | +23.1% | -25.4% | -10.1% |
| 6M | -16.2% | +41.4% | -57.6% | -27.3% |
| YTD | +5.7% | +14.3% | -8.6% | -0.9% |
| 1Y | +21.3% | +1.6% | +19.7% | +18.5% |
| 3Y | +159.4% | +102.7% | +56.7% | +92.3% |
| 5Y | +300.7% | +104.5% | +196.1% | +192.8% |
| All | +769.1% | +234.7% | +534.4% | +444.3% |
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