-22.9%
CSGP vs EQH
+226.5%
-249.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -5.1% | +5.4% | -10.6% | -6.9% |
| 30D | +0.3% | +1.0% | -0.7% | -0.1% |
| 3M | -9.1% | +26.7% | -35.9% | -16.6% |
| 6M | -37.3% | +34.4% | -71.7% | -43.8% |
| YTD | -54.9% | +11.5% | -66.4% | -56.9% |
| 1Y | -65.5% | +0.4% | -66.0% | -66.0% |
| 3Y | -63.3% | +96.5% | -159.8% | -71.6% |
| 5Y | -65.8% | +93.4% | -159.1% | -73.8% |
| All | -22.9% | +226.5% | -249.4% | -53.6% |
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