+5,760.6%
CRM vs HON
+859.8%
+4,900.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -3.5% | -1.0% | -2.2% |
| 30D | +28.1% | -13.8% | +41.9% | +40.6% |
| 3M | +48.8% | -11.7% | +60.5% | +58.6% |
| 6M | +28.3% | -18.7% | +47.0% | +42.7% |
| YTD | -6.0% | +0.2% | -6.3% | -10.3% |
| 1Y | +1.4% | -3.1% | +4.5% | -1.5% |
| 3Y | +11.8% | +17.0% | -5.1% | -6.9% |
| 5Y | -2.0% | +2.0% | -4.0% | -10.6% |
| 10Y | +239.6% | +135.4% | +104.2% | +54.9% |
| All | +5,760.6% | +859.8% | +4,900.8% | +815.8% |
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