-50.3%
CLSK vs EQH
+234.7%
-285.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +5.9% |
| 7D | +7.7% | +0.7% | +7.0% | +7.2% |
| 30D | +12.2% | +2.8% | +9.4% | +9.9% |
| 3M | -15.5% | +23.1% | -38.5% | -26.9% |
| 6M | +39.3% | +41.4% | -2.0% | +9.1% |
| YTD | +35.1% | +14.3% | +20.8% | +21.7% |
| 1Y | +34.0% | +1.6% | +32.4% | +30.5% |
| 3Y | +226.3% | +102.7% | +123.5% | +123.3% |
| 5Y | +6.4% | +104.5% | -98.2% | -23.9% |
| All | -50.3% | +234.7% | -285.0% | -64.4% |
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