+3,994.3%
CMG vs HON
+847.1%
+3,147.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | -6.5% | -0.6% | -5.9% | -6.2% |
| 30D | +12.1% | -15.4% | +27.5% | +21.9% |
| 3M | +20.6% | -9.1% | +29.7% | +25.2% |
| 6M | +2.1% | -17.1% | +19.2% | +10.9% |
| YTD | -2.6% | +1.5% | -4.1% | -5.4% |
| 1Y | -8.7% | -1.3% | -7.4% | -10.2% |
| 3Y | -7.4% | +19.5% | -26.9% | -18.6% |
| 5Y | -5.7% | +3.1% | -8.7% | -10.8% |
| 10Y | +322.3% | +138.4% | +184.0% | +139.7% |
| All | +3,994.3% | +847.1% | +3,147.2% | +770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling