+50.3%
CF vs EQH
+28.1%
+22.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.9% |
| 7D | +10.4% | -0.5% | +10.8% | +10.3% |
| 30D | +7.6% | +4.4% | +3.2% | +8.9% |
| 3M | +5.2% | +8.8% | -3.6% | +7.7% |
| 6M | -0.1% | +38.1% | -38.2% | +10.1% |
| YTD | +61.7% | +19.7% | +42.0% | +87.6% |
| 1Y | +50.3% | +27.8% | +22.5% | +71.0% |
| All | +50.3% | +28.1% | +22.2% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling