+91.8%
CNP vs EQH
+226.9%
-135.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -0.1% | -1.1% | +1.0% | +0.2% |
| 3M | -5.6% | +25.0% | -30.6% | -12.5% |
| 6M | -7.5% | +33.9% | -41.4% | -16.6% |
| YTD | +5.5% | +11.6% | -6.1% | +0.3% |
| 1Y | +8.3% | +1.5% | +6.8% | +5.8% |
| 3Y | +51.8% | +96.7% | -45.0% | +11.3% |
| 5Y | +69.9% | +93.9% | -24.0% | +19.8% |
| All | +91.8% | +226.9% | -135.1% | -5.6% |
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 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