+604.8%
CRS vs EQH
+100.2%
+504.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.9% |
| 7D | -6.8% | +0.7% | -7.5% | -7.1% |
| 30D | -16.1% | +2.8% | -19.0% | -17.6% |
| 3M | -21.2% | +23.1% | -44.3% | -30.9% |
| 6M | +8.7% | +41.4% | -32.7% | -13.4% |
| YTD | +41.0% | +14.3% | +26.7% | +27.3% |
| 1Y | +82.7% | +1.6% | +81.1% | +78.3% |
| 3Y | +604.8% | +102.7% | +502.1% | +350.1% |
| All | +604.8% | +100.2% | +504.5% | +350.1% |
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