-10.7%
CMG vs EQH
+2.5%
-13.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.8% | +5.5% | -8.3% | -4.5% |
| 30D | +7.1% | +3.2% | +3.9% | +5.9% |
| 3M | +31.2% | +32.5% | -1.4% | +18.4% |
| 6M | +0.7% | +33.7% | -33.1% | -10.3% |
| YTD | -0.1% | +13.4% | -13.6% | -6.0% |
| 1Y | -10.7% | +0.6% | -11.3% | -12.5% |
| All | -10.7% | +2.5% | -13.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling