-22.9%
CDW vs EQH
+94.3%
-117.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -7.4% | -1.8% | -5.6% | -6.7% |
| 30D | +5.8% | +2.4% | +3.4% | +4.8% |
| 3M | +10.8% | +26.3% | -15.5% | -0.2% |
| 6M | +21.5% | +35.8% | -14.3% | +5.2% |
| YTD | +6.4% | +12.7% | -6.3% | -0.3% |
| 1Y | -14.8% | +2.5% | -17.2% | -17.1% |
| 3Y | -29.9% | +98.6% | -128.5% | -50.6% |
| 5Y | -22.9% | +101.7% | -124.6% | -49.0% |
| All | -22.9% | +94.3% | -117.2% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling