+192.9%
CVE vs EQH
+247.7%
-54.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -2.7% |
| 7D | -10.1% | +2.1% | -12.2% | -11.5% |
| 30D | -12.1% | +4.7% | -16.8% | -15.1% |
| 3M | -1.9% | +7.6% | -9.4% | -7.5% |
| 6M | -1.8% | +31.9% | -33.7% | -20.2% |
| YTD | +65.8% | +18.7% | +47.1% | +40.6% |
| 1Y | +60.8% | +25.7% | +35.2% | +30.5% |
| 3Y | +70.1% | +129.1% | -59.0% | -15.0% |
| 5Y | +134.8% | +82.3% | +52.5% | +30.0% |
| All | +192.9% | +247.7% | -54.7% | +9.9% |
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