-66.4%
CSGP vs EQH
+0.8%
-67.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.4% | +1.1% | -6.5% | -5.7% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | -12.8% | +25.0% | -37.8% | -19.7% |
| 6M | -38.9% | +33.9% | -72.8% | -45.8% |
| YTD | -56.0% | +11.6% | -67.6% | -57.5% |
| 1Y | -66.4% | +1.5% | -68.0% | -67.0% |
| All | -66.4% | +0.8% | -67.3% | -67.0% |
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