+28.5%
CL vs EQH
+94.3%
-65.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -2.4% | -1.8% | -0.7% | -2.3% |
| 30D | -4.8% | +2.4% | -7.2% | -4.9% |
| 3M | -1.7% | +26.3% | -28.0% | -3.1% |
| 6M | -3.8% | +35.8% | -39.6% | -5.7% |
| YTD | +13.3% | +12.7% | +0.6% | +12.1% |
| 1Y | +8.3% | +2.5% | +5.8% | +7.7% |
| 3Y | +28.8% | +98.6% | -69.8% | +19.1% |
| 5Y | +28.5% | +101.7% | -73.2% | +17.8% |
| All | +28.5% | +94.3% | -65.8% | +17.8% |
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