-56.4%
CSGP vs EQH
+27.3%
-83.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -6.1% | +5.1% | -11.2% | -7.9% |
| 30D | +0.3% | +4.7% | -4.4% | -1.5% |
| 3M | -1.3% | +7.2% | -8.6% | -3.9% |
| 6M | -8.9% | +38.9% | -47.8% | -20.3% |
| YTD | -55.2% | +19.2% | -74.4% | -57.0% |
| 1Y | -56.4% | +25.5% | -81.9% | -59.0% |
| All | -56.4% | +27.3% | -83.7% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling