+374.9%
CTAS vs EQH
+230.1%
+144.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -1.3% | -1.8% | +0.5% | -0.6% |
| 30D | -3.1% | +2.4% | -5.5% | -4.2% |
| 3M | +10.3% | +26.3% | -16.0% | -0.3% |
| 6M | +1.6% | +35.8% | -34.2% | -11.4% |
| YTD | +6.3% | +12.7% | -6.4% | -0.6% |
| 1Y | -0.5% | +2.5% | -2.9% | -3.7% |
| 3Y | +64.6% | +98.6% | -34.0% | +14.2% |
| 5Y | +106.0% | +101.7% | +4.3% | +36.3% |
| All | +374.9% | +230.1% | +144.8% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling