+155.5%
CP vs EQH
+234.7%
-79.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | -3.7% | +2.8% | -6.6% | -4.8% |
| 3M | +0.1% | +23.1% | -23.0% | -7.7% |
| 6M | +7.8% | +41.4% | -33.5% | -6.2% |
| YTD | +21.7% | +14.3% | +7.4% | +14.0% |
| 1Y | +18.6% | +1.6% | +17.0% | +15.7% |
| 3Y | +17.5% | +102.7% | -85.2% | -15.5% |
| 5Y | +35.4% | +104.5% | -69.2% | -5.7% |
| All | +155.5% | +234.7% | -79.2% | +32.2% |
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 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