+801.1%
CRS vs EQH
+230.1%
+571.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -3.0% |
| 7D | -4.1% | -1.8% | -2.4% | -2.8% |
| 30D | -16.6% | +2.4% | -19.0% | -18.4% |
| 3M | -14.3% | +26.3% | -40.6% | -29.3% |
| 6M | +11.6% | +35.8% | -24.2% | -14.2% |
| YTD | +42.6% | +12.7% | +29.9% | +24.9% |
| 1Y | +81.8% | +2.5% | +79.4% | +70.0% |
| 3Y | +632.1% | +98.6% | +533.4% | +289.8% |
| 5Y | +1,401.6% | +101.7% | +1,299.9% | +660.3% |
| All | +801.1% | +230.1% | +571.0% | +215.1% |
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 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