+2,668.5%
CLS vs EQH
+226.9%
+2,441.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +20.1% | +1.1% | +19.0% | +19.5% |
| 30D | +6.0% | -1.1% | +7.1% | +6.5% |
| 3M | -10.3% | +25.0% | -35.3% | -21.2% |
| 6M | +24.5% | +33.9% | -9.4% | +4.1% |
| YTD | +12.9% | +11.6% | +1.3% | +3.2% |
| 1Y | +36.7% | +1.5% | +35.2% | +30.7% |
| 3Y | +1,328.1% | +96.7% | +1,231.4% | +854.4% |
| 5Y | +3,682.3% | +93.9% | +3,588.5% | +2,378.3% |
| All | +2,668.5% | +226.9% | +2,441.6% | +1,258.4% |
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