-14.2%
CLF vs EQH
+95.5%
-109.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | -2.7% | +1.1% | -3.8% | -3.5% |
| 30D | -3.2% | -1.1% | -2.1% | -2.7% |
| 3M | -5.0% | +25.0% | -30.0% | -19.5% |
| 6M | +26.6% | +33.9% | -7.3% | +1.1% |
| YTD | -9.0% | +11.6% | -20.5% | -17.5% |
| 1Y | +11.8% | +1.5% | +10.3% | +8.6% |
| All | -14.2% | +95.5% | -109.7% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling