-29.6%
CLS vs EQH
+18.6%
-48.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.6% | -10.6% | -9.3% |
| 7D | -21.1% | +2.8% | -23.9% | -21.5% |
| 30D | -38.2% | +3.9% | -42.2% | -38.6% |
| 3M | -36.3% | +16.3% | -52.6% | -37.9% |
| 6M | -43.8% | +37.1% | -80.9% | -46.6% |
| YTD | -20.0% | +20.2% | -40.2% | -25.0% |
| 1Y | -29.6% | +17.9% | -47.5% | -33.6% |
| All | -29.6% | +18.6% | -48.2% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling