+225.0%
EQH vs CRL
+160.1%
+64.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.6% |
| 7D | +0.7% | -3.5% | +4.3% | +2.2% |
| 30D | +2.8% | -2.1% | +5.0% | +3.6% |
| 3M | +23.1% | +48.0% | -24.9% | +3.0% |
| 6M | +41.4% | +64.7% | -23.3% | +11.0% |
| YTD | +14.3% | +39.5% | -25.2% | -4.0% |
| 1Y | +1.6% | +74.2% | -72.6% | -23.5% |
| 3Y | +102.7% | +39.4% | +63.3% | +56.3% |
| 5Y | +104.5% | -36.9% | +141.4% | +131.4% |
| All | +225.0% | +160.1% | +64.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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