+10.7%
CARR vs EQH
+102.2%
-91.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | -8.9% | +2.8% | -11.7% | -10.1% |
| 3M | -17.3% | +23.1% | -40.4% | -24.8% |
| 6M | -1.4% | +41.4% | -42.8% | -16.5% |
| YTD | +10.0% | +14.3% | -4.3% | +2.2% |
| 1Y | -6.4% | +1.6% | -7.9% | -8.4% |
| 3Y | +1.5% | +102.7% | -101.2% | -31.1% |
| All | +10.7% | +102.2% | -91.6% | -26.6% |
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