+67.3%
CSX vs EQH
+93.6%
-26.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +0.6% | +5.4% | -4.8% | -1.2% |
| 30D | -2.3% | +1.0% | -3.3% | -2.7% |
| 3M | +4.3% | +26.7% | -22.4% | -4.2% |
| 6M | +23.4% | +34.4% | -11.0% | +10.4% |
| YTD | +36.4% | +11.5% | +24.9% | +29.7% |
| 1Y | +53.0% | +0.4% | +52.6% | +50.7% |
| 3Y | +70.6% | +96.5% | -25.9% | +28.9% |
| All | +67.3% | +93.6% | -26.4% | +21.2% |
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