+5,625.4%
COF vs HON
+2,382.8%
+3,242.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.3% |
| 30D | -3.4% | -15.4% | +12.0% | +8.0% |
| 3M | +15.4% | -9.1% | +24.5% | +22.0% |
| 6M | +14.4% | -17.1% | +31.5% | +28.1% |
| YTD | -12.0% | +1.5% | -13.5% | -14.5% |
| 1Y | -3.7% | -1.3% | -2.4% | -5.3% |
| 3Y | +121.1% | +19.5% | +101.5% | +89.0% |
| 5Y | +47.8% | +3.1% | +44.8% | +40.5% |
| 10Y | +250.3% | +138.4% | +111.9% | +104.4% |
| All | +5,625.4% | +2,382.8% | +3,242.6% | +875.1% |
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