+4.0%
HON vs CPRT
-9.0%
+13.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +0.5% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -15.2% | +9.9% | -25.1% | -18.2% |
| 3M | -6.0% | +5.6% | -11.6% | -8.4% |
| 6M | -14.9% | -13.6% | -1.3% | -11.0% |
| YTD | +3.2% | -16.7% | +19.9% | +9.0% |
| 1Y | 0.0% | -33.1% | +33.1% | +14.8% |
| 3Y | +21.5% | -27.1% | +48.5% | +32.1% |
| 5Y | +4.0% | -9.9% | +13.9% | -1.7% |
| All | +4.0% | -9.0% | +13.0% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling