+92.0%
CL vs EQH
+249.1%
-157.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.8% | +5.1% | -5.9% | -1.4% |
| 30D | +9.5% | +4.7% | +4.7% | +8.9% |
| 3M | +6.6% | +7.2% | -0.6% | +5.7% |
| 6M | +13.2% | +38.9% | -25.6% | +8.9% |
| YTD | +26.9% | +19.2% | +7.7% | +23.7% |
| 1Y | +27.6% | +25.5% | +2.1% | +23.7% |
| 3Y | +39.1% | +125.2% | -86.1% | +22.4% |
| 5Y | +41.3% | +81.6% | -40.3% | +26.4% |
| All | +92.0% | +249.1% | -157.1% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling