+132.1%
HON vs CCJ
+1,074.4%
-942.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.6% | -0.9% |
| 7D | -2.6% | -3.2% | +0.6% | -2.2% |
| 30D | -11.9% | -1.3% | -10.6% | -11.8% |
| 3M | -6.1% | +2.5% | -8.6% | -6.6% |
| 6M | -19.2% | -18.9% | -0.3% | -17.3% |
| YTD | +0.2% | +6.5% | -6.3% | -1.7% |
| 1Y | -1.5% | +22.8% | -24.3% | -6.1% |
| 3Y | +17.9% | +164.5% | -146.5% | -3.0% |
| 5Y | +1.9% | +303.7% | -301.8% | -24.3% |
| All | +132.1% | +1,074.4% | -942.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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