-2.7%
HON vs CAI
-8.1%
+5.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -15.2% | +9.1% | -24.3% | -15.6% |
| 3M | -6.0% | +53.8% | -59.8% | -8.5% |
| 6M | -14.9% | +33.5% | -48.4% | -16.7% |
| YTD | +3.2% | -8.0% | +11.2% | +2.3% |
| 1Y | 0.0% | -28.7% | +28.7% | +0.9% |
| All | -2.7% | -8.1% | +5.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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