+19.9%
HBAN vs CRL
-12.1%
+32.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +4.8% | +11.9% | -7.1% | +1.1% |
| 3M | -10.1% | +20.2% | -30.3% | -15.2% |
| 6M | +5.0% | +107.5% | -102.5% | -15.9% |
| YTD | -6.1% | +69.4% | -75.6% | -21.1% |
| 1Y | +4.6% | +99.7% | -95.2% | -16.3% |
| 3Y | +74.9% | +98.8% | -23.8% | +33.9% |
| All | +19.9% | -12.1% | +32.0% | +5.3% |
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