+225.0%
EQH vs CNI
+79.5%
+145.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +2.8% | -2.7% | +5.5% | +5.1% |
| 3M | +23.1% | +3.9% | +19.2% | +18.4% |
| 6M | +41.4% | +16.4% | +25.0% | +22.7% |
| YTD | +14.3% | +25.8% | -11.5% | -8.1% |
| 1Y | +1.6% | +32.4% | -30.8% | -22.2% |
| 3Y | +102.7% | +19.1% | +83.6% | +64.8% |
| 5Y | +104.5% | +13.6% | +91.0% | +68.8% |
| All | +225.0% | +79.5% | +145.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 all: compounded portfolio wealth divided by compounded CNI 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…
all analysis · Full analysis span regression · 6 months rolling