+16.9%
HON vs CAG
-39.3%
+56.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -1.0% |
| 7D | -2.6% | -5.9% | +3.3% | -1.8% |
| 30D | -11.9% | -1.5% | -10.3% | -11.8% |
| 3M | -6.1% | +11.5% | -17.5% | -8.1% |
| 6M | -19.2% | -15.7% | -3.5% | -16.8% |
| YTD | +0.2% | -10.2% | +10.4% | +1.5% |
| 1Y | -1.5% | -18.1% | +16.6% | +1.6% |
| All | +16.9% | -39.3% | +56.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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