+390.4%
COR vs EQH
+234.7%
+155.7%
-32.4%
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% | -0.1% |
| 7D | -2.8% | +0.7% | -3.6% | -3.0% |
| 30D | +2.6% | +2.8% | -0.3% | +1.8% |
| 3M | +14.5% | +23.1% | -8.6% | +9.0% |
| 6M | -7.8% | +41.4% | -49.2% | -15.2% |
| YTD | -4.2% | +14.3% | -18.5% | -7.9% |
| 1Y | +7.0% | +1.6% | +5.4% | +5.4% |
| 3Y | +85.5% | +102.7% | -17.2% | +47.2% |
| 5Y | +181.2% | +104.5% | +76.7% | +115.9% |
| All | +390.4% | +234.7% | +155.7% | +198.6% |
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 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