+49.3%
CCL vs EQH
+100.2%
-50.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.2% |
| 7D | -3.2% | +0.7% | -4.0% | -3.8% |
| 30D | -17.8% | +2.8% | -20.6% | -19.6% |
| 3M | -18.7% | +23.1% | -41.8% | -31.3% |
| 6M | -11.4% | +41.4% | -52.8% | -33.2% |
| YTD | -24.3% | +14.3% | -38.6% | -32.9% |
| 1Y | -28.8% | +1.6% | -30.4% | -31.1% |
| 3Y | +49.3% | +102.7% | -53.4% | -17.1% |
| All | +49.3% | +100.2% | -50.9% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling