-10.1%
CTSH vs EQH
+234.7%
-244.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | +3.7% | +2.8% | +0.9% | +2.4% |
| 3M | +17.9% | +23.1% | -5.2% | +7.5% |
| 6M | -2.6% | +41.4% | -44.0% | -17.0% |
| YTD | -26.4% | +14.3% | -40.7% | -31.3% |
| 1Y | -13.0% | +1.6% | -14.6% | -15.1% |
| 3Y | -11.2% | +102.7% | -113.9% | -37.7% |
| 5Y | -14.3% | +104.5% | -118.8% | -41.3% |
| All | -10.1% | +234.7% | -244.8% | -55.9% |
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