-43.7%
CPB vs EQH
+100.2%
-144.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.3% |
| 7D | -1.8% | +0.7% | -2.5% | -1.8% |
| 30D | -7.1% | +2.8% | -9.9% | -7.1% |
| 3M | -6.0% | +23.1% | -29.1% | -6.6% |
| 6M | -5.3% | +41.4% | -46.7% | -6.3% |
| YTD | -20.8% | +14.3% | -35.1% | -21.3% |
| 1Y | -33.8% | +1.6% | -35.4% | -34.0% |
| 3Y | -43.7% | +102.7% | -146.4% | -44.9% |
| All | -43.7% | +100.2% | -144.0% | -44.9% |
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