+50.6%
CI vs EQH
+94.3%
-43.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.3% | -1.8% | +0.4% | -1.0% |
| 30D | +3.1% | +2.4% | +0.7% | +2.7% |
| 3M | -4.5% | +26.3% | -30.8% | -8.5% |
| 6M | +8.3% | +35.8% | -27.6% | +1.9% |
| YTD | +3.8% | +12.7% | -8.9% | +1.0% |
| 1Y | -5.0% | +2.5% | -7.5% | -6.1% |
| 3Y | +5.8% | +98.6% | -92.9% | -13.7% |
| 5Y | +50.6% | +101.7% | -51.1% | +16.4% |
| All | +50.6% | +94.3% | -43.7% | +16.4% |
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