+161.0%
COP vs EQH
+234.7%
-73.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.5% |
| 7D | +2.3% | +0.7% | +1.6% | +1.9% |
| 30D | +8.6% | +2.8% | +5.8% | +6.6% |
| 3M | +19.9% | +23.1% | -3.2% | +6.1% |
| 6M | +19.0% | +41.4% | -22.4% | -4.0% |
| YTD | +50.0% | +14.3% | +35.7% | +34.8% |
| 1Y | +50.5% | +1.6% | +48.9% | +43.5% |
| 3Y | +25.2% | +102.7% | -77.5% | -24.0% |
| 5Y | +194.3% | +104.5% | +89.7% | +67.1% |
| All | +161.0% | +234.7% | -73.7% | +2.3% |
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