+99.5%
CFG vs EQH
+94.3%
+5.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -1.7% | -1.8% | +0.1% | -0.5% |
| 30D | -4.6% | +2.4% | -7.0% | -6.4% |
| 3M | +7.9% | +26.3% | -18.4% | -9.9% |
| 6M | +19.9% | +35.8% | -16.0% | -6.5% |
| YTD | +21.7% | +12.7% | +9.0% | +8.7% |
| 1Y | +38.4% | +2.5% | +36.0% | +32.4% |
| 3Y | +187.0% | +98.6% | +88.4% | +56.9% |
| 5Y | +99.5% | +101.7% | -2.2% | +1.9% |
| All | +99.5% | +94.3% | +5.2% | +1.9% |
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