+285.3%
CF vs EQH
+250.5%
+34.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +10.4% | -0.5% | +10.8% | +10.2% |
| 30D | +7.6% | +4.4% | +3.2% | +5.2% |
| 3M | +5.2% | +8.8% | -3.6% | +0.7% |
| 6M | -0.1% | +38.1% | -38.2% | -14.2% |
| YTD | +61.7% | +19.7% | +42.0% | +44.9% |
| 1Y | +50.3% | +27.8% | +22.5% | +30.5% |
| 3Y | +66.0% | +126.1% | -60.1% | +1.7% |
| 5Y | +114.5% | +83.3% | +31.2% | +38.9% |
| All | +285.3% | +250.5% | +34.8% | +59.5% |
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