+1,191.2%
CIEN vs EQH
+230.1%
+961.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +5.4% | -1.8% | +7.1% | +6.0% |
| 30D | -13.7% | +2.4% | -16.1% | -14.8% |
| 3M | -23.0% | +26.3% | -49.3% | -30.5% |
| 6M | -0.8% | +35.8% | -36.6% | -13.9% |
| YTD | +43.1% | +12.7% | +30.4% | +33.0% |
| 1Y | +157.6% | +2.5% | +155.2% | +147.8% |
| 3Y | +593.8% | +98.6% | +495.2% | +413.8% |
| 5Y | +520.6% | +101.7% | +418.9% | +349.0% |
| All | +1,191.2% | +230.1% | +961.2% | +630.7% |
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 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