-49.3%
CLF vs EQH
+94.3%
-143.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.9% |
| 7D | -3.7% | -1.8% | -1.9% | -2.4% |
| 30D | -4.7% | +2.4% | -7.1% | -6.6% |
| 3M | -4.7% | +26.3% | -31.0% | -20.5% |
| 6M | +24.0% | +35.8% | -11.8% | -3.1% |
| YTD | -10.9% | +12.7% | -23.6% | -20.5% |
| 1Y | +4.0% | +2.5% | +1.6% | -0.6% |
| 3Y | -16.9% | +98.6% | -115.6% | -52.3% |
| 5Y | -49.3% | +101.7% | -151.0% | -74.0% |
| All | -49.3% | +94.3% | -143.6% | -74.0% |
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