+10.8%
HON vs CPNG
-76.7%
+87.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.4% |
| 7D | -0.8% | -6.3% | +5.4% | -0.3% |
| 30D | -15.2% | -8.7% | -6.4% | -14.5% |
| 3M | -6.0% | -2.4% | -3.5% | -6.0% |
| 6M | -14.9% | -22.3% | +7.4% | -13.5% |
| YTD | +3.2% | -37.2% | +40.4% | +6.7% |
| 1Y | 0.0% | -53.0% | +53.0% | +6.1% |
| 3Y | +21.5% | -20.0% | +41.5% | +21.5% |
| 5Y | +4.0% | -52.8% | +56.8% | +1.1% |
| All | +10.8% | -76.7% | +87.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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