+1,007.0%
HON vs CNI
+6,516.9%
-5,509.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -13.8% | -2.7% | -11.1% | -12.5% |
| 3M | -11.7% | +3.9% | -15.6% | -13.7% |
| 6M | -18.7% | +16.4% | -35.1% | -25.7% |
| YTD | +0.2% | +25.8% | -25.6% | -12.3% |
| 1Y | -3.1% | +32.4% | -35.4% | -17.8% |
| 3Y | +17.0% | +19.1% | -2.1% | +3.7% |
| 5Y | +2.0% | +13.6% | -11.5% | -8.6% |
| 10Y | +135.4% | +136.8% | -1.4% | +38.9% |
| All | +1,007.0% | +6,516.9% | -5,509.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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