+1,035.1%
HON vs CCI
+1,121.9%
-86.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +1.4% | +2.5% | -1.1% | +0.9% |
| 30D | +7.5% | +14.4% | -6.9% | +4.6% |
| 3M | -4.3% | +21.7% | -26.0% | -8.2% |
| 6M | -1.5% | +4.0% | -5.6% | -3.1% |
| YTD | +10.5% | +6.2% | +4.3% | +8.1% |
| 1Y | +8.5% | +5.4% | +3.1% | +6.3% |
| 3Y | +28.0% | +11.7% | +16.3% | +22.7% |
| 5Y | +12.0% | -35.6% | +47.6% | +18.2% |
| 10Y | +155.4% | +68.7% | +86.6% | +124.5% |
| All | +1,035.1% | +1,121.9% | -86.8% | +552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling