+208.8%
CVE vs EQH
+252.0%
-43.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.1% |
| 7D | +5.9% | +6.5% | -0.6% | +1.8% |
| 30D | -10.9% | +6.1% | -16.9% | -14.6% |
| 3M | -4.5% | +6.2% | -10.8% | -9.2% |
| 6M | -1.0% | +38.1% | -39.0% | -21.7% |
| YTD | +74.7% | +20.2% | +54.6% | +47.0% |
| 1Y | +65.8% | +27.6% | +38.2% | +33.4% |
| 3Y | +73.2% | +128.8% | -55.6% | -13.3% |
| 5Y | +155.6% | +83.1% | +72.5% | +41.3% |
| All | +208.8% | +252.0% | -43.2% | +15.0% |
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 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