+331.7%
CF vs EQH
+226.9%
+104.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +14.3% | -1.1% | +15.4% | +14.5% |
| 3M | +27.9% | +25.0% | +2.8% | +15.6% |
| 6M | +25.5% | +33.9% | -8.4% | +8.1% |
| YTD | +81.2% | +11.6% | +69.6% | +68.1% |
| 1Y | +66.5% | +1.5% | +65.0% | +60.5% |
| 3Y | +76.7% | +96.7% | -20.1% | +15.6% |
| 5Y | +237.8% | +93.9% | +144.0% | +110.0% |
| All | +331.7% | +226.9% | +104.9% | +85.0% |
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 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