-28.1%
CPB vs EQH
+226.8%
-255.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -8.0% | +1.1% | -9.1% | -8.0% |
| 30D | -2.4% | -1.1% | -1.3% | -2.4% |
| 3M | +0.5% | +25.0% | -24.5% | -0.6% |
| 6M | -10.5% | +33.9% | -44.3% | -11.8% |
| YTD | -17.5% | +11.6% | -29.1% | -18.1% |
| 1Y | -31.0% | +1.5% | -32.5% | -31.3% |
| 3Y | -40.6% | +96.7% | -137.3% | -43.0% |
| 5Y | -37.7% | +93.9% | -131.6% | -40.5% |
| All | -28.1% | +226.8% | -255.0% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling