-69.3%
CPNG vs EQH
+91.4%
-160.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | -7.4% | +2.8% | -10.2% | -8.8% |
| 3M | -12.3% | +23.1% | -35.4% | -22.0% |
| 6M | -19.4% | +41.4% | -60.8% | -33.3% |
| YTD | -35.9% | +14.3% | -50.2% | -41.1% |
| 1Y | -53.4% | +1.6% | -55.0% | -54.7% |
| 3Y | -20.0% | +102.7% | -122.7% | -51.2% |
| 5Y | -49.6% | +104.5% | -154.1% | -68.9% |
| All | -69.3% | +91.4% | -160.7% | -80.3% |
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