+149.1%
COPX vs EQH
+100.2%
+48.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -2.3% | +0.7% | -3.1% | -2.7% |
| 30D | +0.3% | +2.8% | -2.6% | -1.1% |
| 3M | +6.8% | +23.1% | -16.3% | -1.9% |
| 6M | +7.9% | +41.4% | -33.4% | -6.5% |
| YTD | +23.7% | +14.3% | +9.5% | +15.7% |
| 1Y | +71.5% | +1.6% | +69.9% | +67.6% |
| 3Y | +149.1% | +102.7% | +46.4% | +78.2% |
| All | +149.1% | +100.2% | +48.9% | +78.2% |
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 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