+2,395.6%
HON vs CPRT
+22,868.9%
-20,473.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.9% | +4.0% | -2.1% | +0.9% |
| 30D | +9.9% | +18.2% | -8.4% | +5.6% |
| 3M | -5.8% | +9.2% | -14.9% | -8.1% |
| 6M | +3.0% | -4.8% | +7.8% | +3.3% |
| YTD | +13.1% | -17.5% | +30.5% | +16.9% |
| 1Y | +13.2% | -22.0% | +35.2% | +18.5% |
| 3Y | +30.8% | -33.7% | +64.5% | +41.3% |
| 5Y | +13.0% | -15.0% | +28.0% | +14.4% |
| 10Y | +161.3% | +385.2% | -223.9% | +83.5% |
| All | +2,395.6% | +22,868.9% | -20,473.3% | +1,060.4% |
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