+25.2%
COP vs EQH
+100.2%
-75.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +8.6% | +2.8% | +5.8% | +7.8% |
| 3M | +19.9% | +23.1% | -3.2% | +13.0% |
| 6M | +19.0% | +41.4% | -22.4% | +6.8% |
| YTD | +50.0% | +14.3% | +35.7% | +44.5% |
| 1Y | +50.5% | +1.6% | +48.9% | +51.2% |
| 3Y | +25.2% | +102.7% | -77.5% | +3.4% |
| All | +25.2% | +100.2% | -75.0% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling