+2,192.1%
HON vs CPRT
+23,878.7%
-21,686.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | -3.6% | +2.2% | -5.8% | -4.1% |
| 30D | -15.3% | +16.6% | -31.9% | -18.4% |
| 3M | -7.9% | +9.6% | -17.5% | -10.2% |
| 6M | -18.1% | -11.1% | -6.9% | -16.3% |
| YTD | +3.8% | -13.9% | +17.7% | +6.6% |
| 1Y | +0.5% | -32.5% | +33.0% | +9.1% |
| 3Y | +19.8% | -25.0% | +44.8% | +26.1% |
| 5Y | +2.9% | -7.4% | +10.3% | +2.3% |
| 10Y | +134.6% | +422.0% | -287.3% | +62.6% |
| All | +2,192.1% | +23,878.7% | -21,686.6% | +958.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling