+216.7%
CTVA vs EQH
+204.7%
+12.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -4.5% | +0.7% | -5.2% | -4.8% |
| 30D | +11.3% | +2.8% | +8.5% | +9.9% |
| 3M | +12.3% | +23.1% | -10.8% | +2.9% |
| 6M | +7.2% | +41.4% | -34.2% | -8.0% |
| YTD | +26.0% | +14.3% | +11.7% | +17.2% |
| 1Y | +16.0% | +1.6% | +14.4% | +13.0% |
| 3Y | +73.9% | +102.7% | -28.8% | +21.8% |
| 5Y | +103.8% | +104.5% | -0.8% | +37.2% |
| All | +216.7% | +204.7% | +12.0% | +74.0% |
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