+199.5%
CRH vs EQH
+234.7%
-35.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.3% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | -9.3% | +2.8% | -12.1% | -10.7% |
| 3M | -15.2% | +23.1% | -38.3% | -23.9% |
| 6M | -14.2% | +41.4% | -55.6% | -28.7% |
| YTD | -28.3% | +14.3% | -42.5% | -33.9% |
| 1Y | -21.8% | +1.6% | -23.4% | -24.0% |
| 3Y | +71.6% | +102.7% | -31.1% | +14.9% |
| 5Y | +96.6% | +104.5% | -7.9% | +27.8% |
| All | +199.5% | +234.7% | -35.2% | +43.5% |
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