-10.7%
CMG vs HON
+1.2%
-11.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -2.8% | -3.6% | +0.8% | -2.1% |
| 30D | +7.1% | -15.3% | +22.4% | +11.4% |
| 3M | +31.2% | -7.9% | +39.0% | +32.4% |
| 6M | +0.7% | -18.1% | +18.7% | +5.9% |
| YTD | -0.1% | +3.8% | -3.9% | -4.9% |
| 1Y | -10.7% | +0.5% | -11.2% | -15.1% |
| All | -10.7% | +1.2% | -11.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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