+371.5%
CMI vs EQH
+234.7%
+136.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | -12.4% | +2.8% | -15.2% | -13.7% |
| 3M | -14.8% | +23.1% | -37.9% | -23.2% |
| 6M | +0.8% | +41.4% | -40.6% | -15.6% |
| YTD | +10.2% | +14.3% | -4.1% | +1.7% |
| 1Y | +37.4% | +1.6% | +35.8% | +33.4% |
| 3Y | +153.3% | +102.7% | +50.6% | +72.4% |
| 5Y | +167.6% | +104.5% | +63.1% | +77.1% |
| All | +371.5% | +234.7% | +136.8% | +122.0% |
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