+70.6%
CSX vs EQH
+100.4%
-29.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +0.6% | +5.4% | -4.8% | -0.9% |
| 30D | -2.3% | +1.0% | -3.3% | -2.7% |
| 3M | +4.3% | +26.7% | -22.4% | -3.5% |
| 6M | +23.4% | +34.4% | -11.0% | +11.5% |
| YTD | +36.4% | +11.5% | +24.9% | +30.5% |
| 1Y | +53.0% | +0.4% | +52.6% | +51.5% |
| 3Y | +70.6% | +96.5% | -25.9% | +36.5% |
| All | +70.6% | +100.4% | -29.8% | +36.5% |
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