+60.4%
CLF vs EQH
+252.0%
-191.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.9% |
| 7D | +10.4% | +6.5% | +3.9% | +5.3% |
| 30D | +0.6% | +6.1% | -5.5% | -4.1% |
| 3M | +4.1% | +6.2% | -2.1% | -1.2% |
| 6M | +15.1% | +38.1% | -23.0% | -11.5% |
| YTD | -4.7% | +20.2% | -24.9% | -20.0% |
| 1Y | +20.4% | +27.6% | -7.2% | -3.7% |
| 3Y | -23.4% | +128.8% | -152.2% | -61.5% |
| 5Y | -43.3% | +83.1% | -126.4% | -66.9% |
| All | +60.4% | +252.0% | -191.6% | -40.5% |
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