+175.5%
CG vs EQH
+226.9%
-51.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -6.4% | +1.1% | -7.5% | -7.1% |
| 30D | -7.1% | -1.1% | -6.0% | -6.6% |
| 3M | -1.6% | +25.0% | -26.6% | -15.3% |
| 6M | -8.3% | +33.9% | -42.2% | -25.1% |
| YTD | -23.8% | +11.6% | -35.4% | -29.8% |
| 1Y | -28.7% | +1.5% | -30.3% | -30.5% |
| 3Y | +49.2% | +96.7% | -47.6% | -1.2% |
| 5Y | +5.5% | +93.9% | -88.3% | -29.0% |
| All | +175.5% | +226.9% | -51.3% | +35.1% |
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