+225.0%
EQH vs CASY
+550.5%
-325.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.2% |
| 7D | +0.7% | -18.6% | +19.3% | +9.3% |
| 30D | +2.8% | -26.6% | +29.5% | +16.5% |
| 3M | +23.1% | -32.8% | +55.9% | +44.1% |
| 6M | +41.4% | -10.0% | +51.4% | +41.4% |
| YTD | +14.3% | +11.6% | +2.6% | +2.0% |
| 1Y | +1.6% | +11.5% | -9.9% | -9.8% |
| 3Y | +102.7% | +160.7% | -58.0% | +6.9% |
| 5Y | +104.5% | +232.4% | -127.9% | -9.7% |
| All | +225.0% | +550.5% | -325.5% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling