+132.3%
HON vs CCI
+23.6%
+108.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -13.8% | +2.2% | -16.0% | -14.4% |
| 3M | -11.7% | -16.9% | +5.2% | -6.9% |
| 6M | -18.7% | -11.5% | -7.2% | -16.4% |
| YTD | +0.2% | -12.8% | +13.1% | +3.3% |
| 1Y | -3.1% | -17.1% | +14.0% | +1.4% |
| 3Y | +17.0% | -9.6% | +26.6% | +15.6% |
| 5Y | +2.0% | -48.9% | +51.0% | +22.4% |
| All | +132.3% | +23.6% | +108.7% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling