+51.4%
CF vs EQH
+27.1%
+24.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.4% |
| 7D | +4.8% | +6.5% | -1.8% | +6.6% |
| 30D | +4.7% | +6.1% | -1.4% | +6.4% |
| 3M | +7.4% | +6.2% | +1.2% | +9.4% |
| 6M | +0.6% | +38.1% | -37.5% | +10.9% |
| YTD | +64.1% | +20.2% | +43.9% | +90.7% |
| 1Y | +51.4% | +27.6% | +23.8% | +72.5% |
| All | +51.4% | +27.1% | +24.3% | +72.5% |
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 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