+101.9%
EQH vs CRL
-37.1%
+139.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.8% |
| 7D | +0.7% | -3.5% | +4.3% | +1.9% |
| 30D | +2.8% | -2.1% | +5.0% | +3.4% |
| 3M | +23.1% | +48.0% | -24.9% | +7.6% |
| 6M | +41.4% | +64.7% | -23.3% | +18.0% |
| YTD | +14.3% | +39.5% | -25.2% | +0.4% |
| 1Y | +1.6% | +74.2% | -72.6% | -17.7% |
| 3Y | +102.7% | +39.4% | +63.3% | +67.8% |
| All | +101.9% | -37.1% | +139.0% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling