-12.8%
CTSH vs EQH
+226.9%
-239.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | -8.2% | +1.1% | -9.3% | -8.6% |
| 30D | +0.4% | -1.1% | +1.5% | +0.7% |
| 3M | +10.6% | +25.0% | -14.4% | 0.0% |
| 6M | -8.8% | +33.9% | -42.7% | -20.5% |
| YTD | -28.6% | +11.6% | -40.2% | -32.8% |
| 1Y | -15.9% | +1.5% | -17.4% | -17.9% |
| 3Y | -13.9% | +96.7% | -110.6% | -38.8% |
| 5Y | -17.1% | +93.9% | -111.0% | -41.9% |
| All | -12.8% | +226.9% | -239.6% | -56.9% |
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 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