+27.6%
HON vs CRL
+97.9%
-70.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +7.2% | +11.9% | -4.8% | +5.2% |
| 3M | -4.6% | +20.2% | -24.8% | -7.5% |
| 6M | -1.9% | +107.5% | -109.4% | -12.7% |
| YTD | +10.2% | +69.4% | -59.2% | +0.5% |
| 1Y | +8.2% | +99.7% | -91.5% | -4.1% |
| 3Y | +27.6% | +98.8% | -71.1% | +8.7% |
| All | +27.6% | +97.9% | -70.3% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling