+253.6%
CVE vs EQH
+226.9%
+26.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +2.0% | +1.1% | +0.9% | +1.2% |
| 30D | +13.2% | -1.1% | +14.3% | +13.4% |
| 3M | +21.7% | +25.0% | -3.3% | +3.8% |
| 6M | +48.4% | +33.9% | +14.5% | +18.2% |
| YTD | +100.1% | +11.6% | +88.5% | +77.8% |
| 1Y | +107.8% | +1.5% | +106.3% | +94.8% |
| 3Y | +76.9% | +96.7% | -19.8% | -1.9% |
| 5Y | +346.2% | +93.9% | +252.4% | +134.2% |
| All | +253.6% | +226.9% | +26.7% | +39.1% |
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 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