+316.9%
CF vs EQH
+232.3%
+84.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -2.8% |
| 7D | +6.0% | +5.5% | +0.5% | +3.6% |
| 30D | +14.8% | +3.2% | +11.6% | +13.2% |
| 3M | +14.1% | +32.5% | -18.5% | +0.6% |
| 6M | +28.5% | +33.7% | -5.2% | +10.8% |
| YTD | +74.9% | +13.4% | +61.5% | +61.2% |
| 1Y | +61.7% | +0.6% | +61.1% | +56.7% |
| 3Y | +80.3% | +95.1% | -14.8% | +18.7% |
| 5Y | +226.0% | +92.7% | +133.3% | +104.0% |
| All | +316.9% | +232.3% | +84.6% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling