+322.4%
CF vs EQH
+230.1%
+92.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | -2.0% | -1.8% | -0.2% | -1.3% |
| 30D | +15.3% | +2.4% | +12.9% | +13.9% |
| 3M | +24.3% | +26.3% | -2.0% | +11.9% |
| 6M | +23.9% | +35.8% | -11.9% | +6.1% |
| YTD | +77.3% | +12.7% | +64.6% | +63.8% |
| 1Y | +58.7% | +2.5% | +56.2% | +52.4% |
| 3Y | +72.8% | +98.6% | -25.8% | +12.6% |
| 5Y | +228.8% | +101.7% | +127.0% | +100.1% |
| All | +322.4% | +230.1% | +92.3% | +80.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling