+101.9%
EQH vs CLBK
+43.5%
+58.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -1.5% | +2.2% | +1.3% |
| 30D | +2.8% | -1.0% | +3.9% | +3.3% |
| 3M | +23.1% | +22.9% | +0.2% | +12.4% |
| 6M | +41.4% | +44.2% | -2.8% | +20.8% |
| YTD | +14.3% | +64.0% | -49.7% | -7.6% |
| 1Y | +1.6% | +65.7% | -64.1% | -18.6% |
| 3Y | +102.7% | +54.1% | +48.7% | +64.5% |
| All | +101.9% | +43.5% | +58.4% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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