+217.4%
EQH vs CRL
+160.1%
+57.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +1.1% | -4.6% | +5.7% | +3.1% |
| 30D | -1.1% | +0.5% | -1.6% | -1.5% |
| 3M | +25.0% | +46.6% | -21.6% | +5.1% |
| 6M | +33.9% | +57.3% | -23.4% | +7.2% |
| YTD | +11.6% | +39.5% | -28.0% | -6.3% |
| 1Y | +1.5% | +76.9% | -75.3% | -24.1% |
| 3Y | +96.7% | +39.4% | +57.4% | +51.8% |
| 5Y | +93.9% | -37.2% | +131.0% | +120.0% |
| All | +217.4% | +160.1% | +57.2% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling