+328.2%
CMG vs EQH
+234.7%
+93.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | +10.9% | +2.8% | +8.1% | +9.7% |
| 3M | +15.8% | +23.1% | -7.2% | +7.7% |
| 6M | +6.9% | +41.4% | -34.5% | -5.4% |
| YTD | -2.2% | +14.3% | -16.4% | -7.4% |
| 1Y | -7.1% | +1.6% | -8.7% | -8.9% |
| 3Y | -7.1% | +102.7% | -109.8% | -28.8% |
| 5Y | -4.8% | +104.5% | -109.3% | -28.3% |
| All | +328.2% | +234.7% | +93.5% | +148.9% |
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