+138.4%
HON vs CPRT
+410.9%
-272.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.9% |
| 7D | -0.6% | -0.4% | -0.1% | -0.4% |
| 30D | -15.4% | +8.2% | -23.6% | -18.6% |
| 3M | -9.1% | +2.3% | -11.4% | -10.9% |
| 6M | -17.1% | -14.7% | -2.3% | -12.2% |
| YTD | +1.5% | -18.2% | +19.7% | +8.9% |
| 1Y | -1.3% | -33.4% | +32.1% | +15.8% |
| 3Y | +19.5% | -28.3% | +47.9% | +32.6% |
| 5Y | +3.1% | -9.8% | +12.9% | -0.1% |
| 10Y | +138.4% | +412.4% | -274.0% | +18.2% |
| All | +138.4% | +410.9% | -272.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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