+382.2%
CTAS vs EQH
+234.7%
+147.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | -0.7% | +2.8% | -3.6% | -2.0% |
| 3M | +11.1% | +23.1% | -12.0% | +1.5% |
| 6M | +2.1% | +41.4% | -39.3% | -12.4% |
| YTD | +8.0% | +14.3% | -6.3% | +0.4% |
| 1Y | -0.5% | +1.6% | -2.1% | -3.3% |
| 3Y | +66.2% | +102.7% | -36.5% | +14.4% |
| 5Y | +109.2% | +104.5% | +4.6% | +37.7% |
| All | +382.2% | +234.7% | +147.5% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling