+134.4%
CFG vs EQH
+234.7%
-100.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -1.0% |
| 30D | -4.6% | +2.8% | -7.5% | -6.8% |
| 3M | +6.7% | +23.1% | -16.4% | -10.1% |
| 6M | +22.1% | +41.4% | -19.3% | -8.9% |
| YTD | +23.2% | +14.3% | +8.9% | +7.7% |
| 1Y | +40.3% | +1.6% | +38.7% | +33.7% |
| 3Y | +187.9% | +102.7% | +85.2% | +54.8% |
| 5Y | +102.0% | +104.5% | -2.6% | +5.9% |
| All | +134.4% | +234.7% | -100.3% | -12.8% |
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