+138.9%
CVX vs EQH
+234.7%
-95.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +9.8% | +2.8% | +7.0% | +8.2% |
| 3M | +16.2% | +23.1% | -6.9% | +5.0% |
| 6M | +13.6% | +41.4% | -27.8% | -5.1% |
| YTD | +44.4% | +14.3% | +30.1% | +32.2% |
| 1Y | +40.6% | +1.6% | +39.0% | +35.4% |
| 3Y | +48.2% | +102.7% | -54.5% | -3.8% |
| 5Y | +172.3% | +104.5% | +67.7% | +66.0% |
| All | +138.9% | +234.7% | -95.8% | -1.3% |
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