+217.1%
EQH vs CASY
+675.2%
-458.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.4% |
| 7D | +5.4% | -4.4% | +9.8% | +7.5% |
| 30D | +1.0% | -12.0% | +13.1% | +6.6% |
| 3M | +26.7% | -2.3% | +29.1% | +24.8% |
| 6M | +34.4% | +10.5% | +23.8% | +23.5% |
| YTD | +11.5% | +33.0% | -21.5% | -7.0% |
| 1Y | +0.4% | +41.1% | -40.7% | -19.4% |
| 3Y | +96.5% | +207.5% | -111.0% | -2.6% |
| 5Y | +93.4% | +290.7% | -197.4% | -19.5% |
| All | +217.1% | +675.2% | -458.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CASY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling