+100.5%
CMS vs EQH
+252.0%
-151.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.5% |
| 7D | +1.7% | +6.5% | -4.8% | +0.8% |
| 30D | +6.2% | +6.1% | +0.1% | +5.2% |
| 3M | +0.6% | +6.2% | -5.6% | -0.4% |
| 6M | -1.8% | +38.1% | -39.8% | -6.9% |
| YTD | +3.8% | +20.2% | -16.3% | +0.2% |
| 1Y | -1.8% | +27.6% | -29.4% | -6.3% |
| 3Y | +39.8% | +128.8% | -89.0% | +17.5% |
| 5Y | +37.1% | +83.1% | -46.0% | +17.9% |
| All | +100.5% | +252.0% | -151.5% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling