+1,362.8%
HON vs CCJ
+1,604.2%
-241.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -0.8% | +5.9% | -6.8% | -2.0% |
| 30D | -15.2% | +4.7% | -19.9% | -16.1% |
| 3M | -6.0% | -3.3% | -2.7% | -5.7% |
| 6M | -14.9% | -7.0% | -7.9% | -14.5% |
| YTD | +3.2% | +11.5% | -8.3% | -0.7% |
| 1Y | 0.0% | +32.3% | -32.3% | -8.3% |
| 3Y | +21.5% | +176.8% | -155.4% | -8.6% |
| 5Y | +4.0% | +351.8% | -347.7% | -33.2% |
| 10Y | +138.4% | +1,080.5% | -942.1% | +10.8% |
| All | +1,362.8% | +1,604.2% | -241.4% | +517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling