+9.2%
HBAN vs CRL
+85.3%
-76.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.3% | +8.5% | +2.4% |
| 7D | +2.3% | -12.8% | +15.0% | +4.4% |
| 30D | +5.0% | +5.0% | 0.0% | +3.8% |
| 3M | -7.6% | +39.4% | -47.0% | -13.4% |
| 6M | +1.3% | +89.4% | -88.1% | -11.2% |
| YTD | -4.7% | +63.6% | -68.3% | -13.9% |
| 1Y | +9.2% | +83.5% | -74.2% | -5.1% |
| All | +9.2% | +85.3% | -76.1% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling