-60.3%
CSGP vs EQH
+105.2%
-165.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.5% |
| 7D | +1.3% | -2.2% | +3.5% | +2.1% |
| 30D | +10.7% | -1.1% | +11.8% | +11.1% |
| 3M | +3.3% | +0.9% | +2.3% | +2.8% |
| 6M | -10.3% | +22.1% | -32.4% | -17.4% |
| YTD | -54.6% | +12.8% | -67.4% | -56.9% |
| 1Y | -54.6% | +20.5% | -75.2% | -58.1% |
| 3Y | -60.3% | +113.2% | -173.5% | -73.0% |
| All | -60.3% | +105.2% | -165.5% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling