+11.8%
CRM vs EQH
+100.2%
-88.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | -4.4% | +0.7% | -5.2% | -4.7% |
| 30D | +28.1% | +2.8% | +25.3% | +26.8% |
| 3M | +48.8% | +23.1% | +25.7% | +37.3% |
| 6M | +28.3% | +41.4% | -13.1% | +11.2% |
| YTD | -6.0% | +14.3% | -20.3% | -11.3% |
| 1Y | +1.4% | +1.6% | -0.2% | 0.0% |
| 3Y | +11.8% | +102.7% | -90.9% | -12.8% |
| All | +11.8% | +100.2% | -88.4% | -12.8% |
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