+159.4%
COP vs EQH
+226.9%
-67.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -1.1% |
| 30D | +11.7% | -1.1% | +12.8% | +11.9% |
| 3M | +17.7% | +25.0% | -7.3% | +3.1% |
| 6M | +18.3% | +33.9% | -15.6% | -1.8% |
| YTD | +49.1% | +11.6% | +37.5% | +35.6% |
| 1Y | +53.3% | +1.5% | +51.8% | +46.0% |
| 3Y | +22.2% | +96.7% | -74.6% | -24.6% |
| 5Y | +193.3% | +93.9% | +99.5% | +71.9% |
| All | +159.4% | +226.9% | -67.4% | +3.0% |
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