+2,775.9%
CLS vs EQH
+234.7%
+2,541.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.4% | +5.2% | +5.8% |
| 7D | +10.9% | +0.7% | +10.2% | +10.5% |
| 30D | +2.1% | +2.8% | -0.7% | +0.4% |
| 3M | -10.2% | +23.1% | -33.3% | -20.5% |
| 6M | +30.4% | +41.4% | -11.0% | +5.8% |
| YTD | +17.2% | +14.3% | +3.0% | +5.8% |
| 1Y | +41.0% | +1.6% | +39.4% | +35.1% |
| 3Y | +1,338.0% | +102.7% | +1,235.3% | +846.0% |
| 5Y | +3,860.6% | +104.5% | +3,756.0% | +2,423.1% |
| All | +2,775.9% | +234.7% | +2,541.2% | +1,293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling