+132.8%
CFG vs EQH
+226.5%
-93.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +0.2% |
| 7D | +2.7% | +5.4% | -2.7% | -1.5% |
| 30D | -3.7% | +1.0% | -4.7% | -4.7% |
| 3M | +9.5% | +26.7% | -17.3% | -9.8% |
| 6M | +22.2% | +34.4% | -12.1% | -5.1% |
| YTD | +22.3% | +11.5% | +10.8% | +9.0% |
| 1Y | +39.4% | +0.4% | +39.0% | +34.0% |
| 3Y | +188.5% | +96.5% | +92.0% | +58.9% |
| 5Y | +101.5% | +93.4% | +8.2% | +10.4% |
| All | +132.8% | +226.5% | -93.8% | -11.8% |
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 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