+58.5%
CLF vs EQH
+232.3%
-173.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.6% |
| 7D | +7.6% | +5.5% | +2.1% | +3.2% |
| 30D | -1.2% | +3.2% | -4.4% | -3.9% |
| 3M | -13.4% | +32.5% | -45.9% | -31.0% |
| 6M | +15.4% | +33.7% | -18.3% | -9.4% |
| YTD | -5.9% | +13.4% | -19.3% | -17.0% |
| 1Y | +18.8% | +0.6% | +18.2% | +14.3% |
| 3Y | -19.4% | +95.1% | -114.5% | -54.3% |
| 5Y | -47.7% | +92.7% | -140.4% | -70.7% |
| All | +58.5% | +232.3% | -173.8% | -38.4% |
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