+82.5%
CI vs EQH
+234.7%
-152.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | +1.8% | +2.8% | -1.1% | +0.8% |
| 3M | -4.2% | +23.1% | -27.3% | -10.9% |
| 6M | +8.8% | +41.4% | -32.5% | -4.0% |
| YTD | +3.7% | +14.3% | -10.5% | -2.2% |
| 1Y | -6.1% | +1.6% | -7.7% | -8.2% |
| 3Y | +4.5% | +102.7% | -98.2% | -25.1% |
| 5Y | +50.5% | +104.5% | -54.0% | +3.1% |
| All | +82.5% | +234.7% | -152.2% | -8.7% |
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