-24.8%
CCL vs EQH
+2.5%
-27.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -5.0% | +5.5% | -10.5% | -8.0% |
| 30D | -20.3% | +3.2% | -23.6% | -22.0% |
| 3M | -15.1% | +32.5% | -47.7% | -28.9% |
| 6M | -15.1% | +33.7% | -48.9% | -30.0% |
| YTD | -21.8% | +13.4% | -35.2% | -30.1% |
| 1Y | -24.8% | +0.6% | -25.4% | -29.5% |
| All | -24.8% | +2.5% | -27.2% | -29.5% |
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