+790.9%
CRS vs EQH
+234.7%
+556.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -2.2% |
| 7D | -6.8% | +0.7% | -7.5% | -7.3% |
| 30D | -16.1% | +2.8% | -19.0% | -18.2% |
| 3M | -21.2% | +23.1% | -44.3% | -33.8% |
| 6M | +8.7% | +41.4% | -32.7% | -19.0% |
| YTD | +41.0% | +14.3% | +26.7% | +22.1% |
| 1Y | +82.7% | +1.6% | +81.1% | +72.2% |
| 3Y | +604.8% | +102.7% | +502.1% | +269.3% |
| 5Y | +1,384.7% | +104.5% | +1,280.1% | +643.6% |
| All | +790.9% | +234.7% | +556.2% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling