+69.2%
CL vs EQH
+234.7%
-165.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -6.0% | +2.8% | -8.8% | -6.3% |
| 3M | -2.3% | +23.1% | -25.4% | -4.7% |
| 6M | -2.0% | +41.4% | -43.4% | -5.9% |
| YTD | +11.8% | +14.3% | -2.4% | +9.7% |
| 1Y | +5.8% | +1.6% | +4.2% | +5.1% |
| 3Y | +25.9% | +102.7% | -76.8% | +12.3% |
| 5Y | +26.9% | +104.5% | -77.6% | +11.3% |
| All | +69.2% | +234.7% | -165.5% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling