+34.8%
CP vs EQH
+94.3%
-59.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -1.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -3.4% | +2.4% | -5.8% | -4.1% |
| 3M | -0.6% | +26.3% | -26.9% | -8.0% |
| 6M | +6.3% | +35.8% | -29.5% | -4.3% |
| YTD | +21.2% | +12.7% | +8.5% | +15.4% |
| 1Y | +20.0% | +2.5% | +17.6% | +17.6% |
| 3Y | +18.7% | +98.6% | -79.9% | -11.4% |
| 5Y | +34.8% | +101.7% | -66.9% | -4.4% |
| All | +34.8% | +94.3% | -59.5% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling