-64.8%
CSGP vs EQH
+93.2%
-158.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -4.1% | +5.5% | -9.6% | -6.3% |
| 30D | +2.3% | +3.2% | -0.9% | +0.8% |
| 3M | -8.2% | +32.5% | -40.7% | -18.9% |
| 6M | -35.1% | +33.7% | -68.8% | -43.3% |
| YTD | -54.0% | +13.4% | -67.5% | -56.9% |
| 1Y | -65.3% | +0.6% | -65.9% | -65.9% |
| 3Y | -62.6% | +95.1% | -157.7% | -73.8% |
| All | -64.8% | +93.2% | -158.0% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling