+167.0%
CVX vs EQH
+102.2%
+64.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +9.8% | +2.8% | +7.0% | +8.9% |
| 3M | +16.2% | +23.1% | -6.9% | +9.6% |
| 6M | +13.6% | +41.4% | -27.8% | +2.3% |
| YTD | +44.4% | +14.3% | +30.1% | +38.2% |
| 1Y | +40.6% | +1.6% | +39.0% | +39.3% |
| 3Y | +48.2% | +102.7% | -54.5% | +14.3% |
| All | +167.0% | +102.2% | +64.8% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling