-3.9%
CLX vs EQH
+226.9%
-230.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | -15.8% | -1.1% | -14.7% | -15.8% |
| 3M | -7.9% | +25.0% | -33.0% | -8.7% |
| 6M | -19.0% | +33.9% | -52.9% | -19.9% |
| YTD | -7.9% | +11.6% | -19.5% | -8.5% |
| 1Y | -25.4% | +1.5% | -26.9% | -25.7% |
| 3Y | -35.0% | +96.7% | -131.7% | -36.5% |
| 5Y | -36.8% | +93.9% | -130.6% | -38.2% |
| All | -3.9% | +226.9% | -230.7% | -9.6% |
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 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