+291.0%
CF vs EQH
+252.0%
+39.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +4.8% | +6.5% | -1.8% | +2.1% |
| 30D | +4.7% | +6.1% | -1.4% | +1.7% |
| 3M | +7.4% | +6.2% | +1.2% | +3.9% |
| 6M | +0.6% | +38.1% | -37.5% | -13.6% |
| YTD | +64.1% | +20.2% | +43.9% | +46.8% |
| 1Y | +51.4% | +27.6% | +23.8% | +31.5% |
| 3Y | +67.8% | +128.8% | -61.0% | +2.2% |
| 5Y | +114.1% | +83.1% | +31.0% | +38.8% |
| All | +291.0% | +252.0% | +39.0% | +61.6% |
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 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