+89.7%
CMS vs EQH
+234.7%
-145.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | -4.1% | +2.8% | -6.9% | -4.6% |
| 3M | -7.1% | +23.1% | -30.2% | -10.2% |
| 6M | -10.1% | +41.4% | -51.4% | -15.2% |
| YTD | -1.7% | +14.3% | -16.0% | -4.4% |
| 1Y | -3.4% | +1.6% | -5.0% | -4.3% |
| 3Y | +31.6% | +102.7% | -71.2% | +12.9% |
| 5Y | +23.3% | +104.5% | -81.3% | +3.5% |
| All | +89.7% | +234.7% | -145.0% | +28.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling