+122.0%
CSCO vs EQH
+102.2%
+19.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +3.9% |
| 7D | +2.7% | +0.7% | +2.0% | +2.5% |
| 30D | -9.5% | +2.8% | -12.3% | -10.4% |
| 3M | -7.6% | +23.1% | -30.7% | -13.8% |
| 6M | +44.9% | +41.4% | +3.5% | +28.9% |
| YTD | +47.7% | +14.3% | +33.4% | +40.1% |
| 1Y | +69.1% | +1.6% | +67.5% | +66.0% |
| 3Y | +113.5% | +102.7% | +10.8% | +63.8% |
| All | +122.0% | +102.2% | +19.7% | +64.2% |
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