-20.0%
CPNG vs EQH
+100.2%
-120.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | -7.4% | +2.8% | -10.2% | -8.4% |
| 3M | -12.3% | +23.1% | -35.4% | -19.6% |
| 6M | -19.4% | +41.4% | -60.8% | -29.9% |
| YTD | -35.9% | +14.3% | -50.2% | -40.0% |
| 1Y | -53.4% | +1.6% | -55.0% | -54.8% |
| 3Y | -20.0% | +102.7% | -122.7% | -45.8% |
| All | -20.0% | +100.2% | -120.2% | -45.8% |
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