-21.3%
CSGP vs EQH
+252.0%
-273.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.0% | +2.6% |
| 7D | +1.3% | +6.5% | -5.2% | -0.8% |
| 30D | +2.8% | +6.1% | -3.3% | +0.7% |
| 3M | -6.3% | +6.2% | -12.6% | -8.4% |
| 6M | -3.2% | +38.1% | -41.2% | -13.9% |
| YTD | -54.0% | +20.2% | -74.1% | -57.2% |
| 1Y | -54.8% | +27.6% | -82.4% | -58.9% |
| 3Y | -60.6% | +128.8% | -189.4% | -71.0% |
| 5Y | -62.6% | +83.1% | -145.8% | -71.0% |
| All | -21.3% | +252.0% | -273.3% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling