+91.2%
CMS vs EQH
+230.1%
-138.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | -1.3% | -1.8% | +0.4% | -1.1% |
| 30D | -2.8% | +2.4% | -5.2% | -3.2% |
| 3M | -7.1% | +26.3% | -33.4% | -10.6% |
| 6M | -10.0% | +35.8% | -45.9% | -14.7% |
| YTD | -0.9% | +12.7% | -13.6% | -3.4% |
| 1Y | -2.0% | +2.5% | -4.5% | -3.1% |
| 3Y | +33.0% | +98.6% | -65.6% | +14.5% |
| 5Y | +24.3% | +101.7% | -77.4% | +4.5% |
| All | +91.2% | +230.1% | -138.8% | +29.9% |
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 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