+2,340.2%
HON vs CPRT
+22,534.7%
-20,194.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +7.5% | +21.2% | -13.7% | +2.8% |
| 3M | -4.3% | +8.3% | -12.6% | -6.6% |
| 6M | -1.5% | -3.4% | +1.8% | -1.5% |
| YTD | +10.5% | -18.7% | +29.2% | +14.7% |
| 1Y | +8.5% | -23.5% | +32.1% | +14.2% |
| 3Y | +28.0% | -34.2% | +62.2% | +38.5% |
| 5Y | +12.0% | -18.2% | +30.2% | +14.3% |
| 10Y | +155.4% | +370.9% | -215.6% | +80.4% |
| All | +2,340.2% | +22,534.7% | -20,194.4% | +1,038.5% |
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