+199.9%
CSCO vs EQH
+226.9%
-27.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -10.7% | -1.1% | -9.6% | -10.6% |
| 3M | -8.7% | +25.0% | -33.8% | -15.7% |
| 6M | +44.9% | +33.9% | +11.0% | +30.4% |
| YTD | +44.1% | +11.6% | +32.6% | +37.2% |
| 1Y | +65.9% | +1.5% | +64.4% | +62.2% |
| 3Y | +109.0% | +96.7% | +12.3% | +60.3% |
| 5Y | +114.8% | +93.9% | +20.9% | +61.4% |
| All | +199.9% | +226.9% | -27.0% | +72.8% |
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 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