+775.7%
CCJ vs EQH
+230.1%
+545.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | -3.2% | -1.8% | -1.4% | -2.6% |
| 30D | -1.3% | +2.4% | -3.8% | -2.3% |
| 3M | +2.5% | +26.3% | -23.8% | -6.6% |
| 6M | -18.9% | +35.8% | -54.7% | -28.5% |
| YTD | +6.5% | +12.7% | -6.2% | +0.4% |
| 1Y | +22.8% | +2.5% | +20.4% | +19.6% |
| 3Y | +164.5% | +98.6% | +65.8% | +97.6% |
| 5Y | +303.7% | +101.7% | +202.0% | +196.6% |
| All | +775.7% | +230.1% | +545.7% | +451.4% |
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