-7.1%
CMG vs HON
+17.2%
-24.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -3.5% | +1.4% | -0.7% |
| 30D | +10.9% | -13.8% | +24.7% | +17.5% |
| 3M | +15.8% | -11.7% | +27.5% | +20.6% |
| 6M | +6.9% | -18.7% | +25.7% | +15.6% |
| YTD | -2.2% | +0.2% | -2.4% | -5.6% |
| 1Y | -7.1% | -3.1% | -4.0% | -8.9% |
| 3Y | -7.1% | +17.0% | -24.1% | -15.6% |
| All | -7.1% | +17.2% | -24.3% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling