-4.9%
CARR vs EQH
+12.7%
-17.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.7% | +1.3% | -3.5% |
| 7D | -4.2% | -3.1% | -1.1% | -3.6% |
| 30D | -4.7% | -2.9% | -1.8% | -4.2% |
| 3M | -18.3% | +3.1% | -21.5% | -18.6% |
| 6M | -16.4% | +21.8% | -38.2% | -18.7% |
| YTD | +2.3% | +13.3% | -11.0% | +4.2% |
| 1Y | -4.9% | +20.1% | -25.1% | -6.3% |
| All | -4.9% | +12.7% | -17.7% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling