+58.3%
CSX vs EQH
+82.2%
-24.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +6.0% | +6.5% | -0.6% | +3.8% |
| 30D | +7.8% | +6.1% | +1.7% | +5.7% |
| 3M | +4.1% | +6.2% | -2.2% | +1.8% |
| 6M | +17.9% | +38.1% | -20.2% | +5.1% |
| YTD | +44.9% | +20.2% | +24.7% | +34.3% |
| 1Y | +51.1% | +27.6% | +23.6% | +37.0% |
| 3Y | +78.3% | +128.8% | -50.5% | +28.0% |
| All | +58.3% | +82.2% | -24.0% | +21.5% |
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 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