+94.4%
CMS vs EQH
+226.5%
-132.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.2% | +5.4% | -4.2% | +0.4% |
| 30D | -3.2% | +1.0% | -4.2% | -3.4% |
| 3M | -2.2% | +26.7% | -28.9% | -5.9% |
| 6M | -9.4% | +34.4% | -43.8% | -13.9% |
| YTD | +0.7% | +11.5% | -10.8% | -1.7% |
| 1Y | +0.4% | +0.4% | -0.1% | -0.5% |
| 3Y | +35.2% | +96.5% | -61.3% | +16.5% |
| 5Y | +24.1% | +93.4% | -69.2% | +5.3% |
| All | +94.4% | +226.5% | -132.2% | +32.2% |
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