+201.7%
CVE vs EQH
+250.5%
-48.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.3% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | -10.8% | +4.4% | -15.2% | -13.7% |
| 3M | -4.3% | +8.8% | -13.1% | -10.4% |
| 6M | -1.5% | +38.1% | -39.6% | -22.1% |
| YTD | +70.7% | +19.7% | +51.1% | +44.0% |
| 1Y | +58.1% | +27.8% | +30.3% | +27.0% |
| 3Y | +69.8% | +126.1% | -56.3% | -14.3% |
| 5Y | +148.9% | +83.3% | +65.6% | +37.4% |
| All | +201.7% | +250.5% | -48.9% | +12.6% |
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