+105.8%
CDW vs EQH
+226.5%
-120.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.4% | -4.4% |
| 7D | -3.9% | +5.4% | -9.3% | -6.1% |
| 30D | +6.9% | +1.0% | +5.9% | +6.4% |
| 3M | +7.7% | +26.7% | -19.1% | -4.0% |
| 6M | +18.3% | +34.4% | -16.0% | +1.9% |
| YTD | +7.8% | +11.5% | -3.7% | +0.6% |
| 1Y | -12.2% | +0.4% | -12.6% | -14.4% |
| 3Y | -28.9% | +96.5% | -125.5% | -50.5% |
| 5Y | -22.8% | +93.4% | -116.1% | -47.3% |
| All | +105.8% | +226.5% | -120.7% | +3.6% |
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