-0.8%
CRM vs EQH
+102.2%
-103.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | -4.4% | +0.7% | -5.2% | -4.7% |
| 30D | +28.1% | +2.8% | +25.3% | +26.5% |
| 3M | +48.8% | +23.1% | +25.7% | +35.3% |
| 6M | +28.3% | +41.4% | -13.1% | +8.6% |
| YTD | -6.0% | +14.3% | -20.3% | -12.4% |
| 1Y | +1.4% | +1.6% | -0.2% | -0.7% |
| 3Y | +11.8% | +102.7% | -90.9% | -23.9% |
| All | -0.8% | +102.2% | -103.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling