+234.6%
CF vs EQH
+92.7%
+141.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.0% |
| 7D | -0.9% | +5.4% | -6.4% | -1.9% |
| 30D | +18.1% | +1.0% | +17.1% | +17.8% |
| 3M | +23.4% | +26.7% | -3.4% | +17.7% |
| 6M | +17.1% | +34.4% | -17.3% | +9.5% |
| YTD | +76.2% | +11.5% | +64.8% | +72.3% |
| 1Y | +62.3% | +0.4% | +61.9% | +62.6% |
| 3Y | +71.8% | +96.5% | -24.7% | +36.7% |
| 5Y | +234.6% | +93.4% | +141.2% | +139.3% |
| All | +234.6% | +92.7% | +141.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling