+52.9%
CLF vs EQH
+234.7%
-181.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.9% |
| 7D | -3.5% | +0.7% | -4.2% | -4.1% |
| 30D | -1.6% | +2.8% | -4.4% | -3.8% |
| 3M | -12.0% | +23.1% | -35.1% | -25.8% |
| 6M | +30.0% | +41.4% | -11.4% | -2.4% |
| YTD | -9.2% | +14.3% | -23.4% | -20.4% |
| 1Y | +2.3% | +1.6% | +0.7% | -2.3% |
| 3Y | -14.4% | +102.7% | -117.1% | -52.9% |
| 5Y | -48.3% | +104.5% | -152.9% | -72.3% |
| All | +52.9% | +234.7% | -181.8% | -40.9% |
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