+107.7%
CTAS vs EQH
+102.2%
+5.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -0.7% | +2.8% | -3.6% | -1.6% |
| 3M | +11.1% | +23.1% | -12.0% | +4.2% |
| 6M | +2.1% | +41.4% | -39.3% | -8.4% |
| YTD | +8.0% | +14.3% | -6.3% | +2.8% |
| 1Y | -0.5% | +1.6% | -2.1% | -2.0% |
| 3Y | +66.2% | +102.7% | -36.5% | +26.1% |
| All | +107.7% | +102.2% | +5.5% | +52.1% |
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