+55.8%
CLF vs EQH
+226.5%
-170.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -0.4% |
| 7D | +6.5% | +5.4% | +1.1% | +2.2% |
| 30D | +0.2% | +1.0% | -0.8% | -0.8% |
| 3M | -3.1% | +26.7% | -29.8% | -19.9% |
| 6M | +25.0% | +34.4% | -9.3% | -2.3% |
| YTD | -7.5% | +11.5% | -18.9% | -17.3% |
| 1Y | +11.5% | +0.4% | +11.1% | +7.5% |
| 3Y | -13.7% | +96.5% | -110.2% | -51.4% |
| 5Y | -47.0% | +93.4% | -140.3% | -70.4% |
| All | +55.8% | +226.5% | -170.7% | -38.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling