+97.5%
CVS vs EQH
+234.7%
-137.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -0.1% | +2.8% | -2.9% | -0.8% |
| 3M | -5.2% | +23.1% | -28.3% | -10.5% |
| 6M | +26.9% | +41.4% | -14.5% | +14.6% |
| YTD | +22.1% | +14.3% | +7.8% | +16.4% |
| 1Y | +30.8% | +1.6% | +29.2% | +28.4% |
| 3Y | +54.4% | +102.7% | -48.3% | +21.1% |
| 5Y | +33.4% | +104.5% | -71.2% | +1.6% |
| All | +97.5% | +234.7% | -137.2% | +26.4% |
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