-36.2%
CLX vs EQH
+100.2%
-136.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | -17.0% | +2.8% | -19.9% | -17.3% |
| 3M | -9.7% | +23.1% | -32.8% | -11.5% |
| 6M | -19.8% | +41.4% | -61.2% | -22.5% |
| YTD | -9.8% | +14.3% | -24.1% | -11.5% |
| 1Y | -26.2% | +1.6% | -27.8% | -27.0% |
| 3Y | -36.2% | +102.7% | -138.9% | -46.8% |
| All | -36.2% | +100.2% | -136.4% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling