+4.0%
HON vs CRL
-37.4%
+41.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.2% |
| 7D | -0.8% | -0.6% | -0.3% | -0.8% |
| 30D | -15.2% | +5.0% | -20.1% | -16.0% |
| 3M | -6.0% | +50.6% | -56.6% | -12.9% |
| 6M | -14.9% | +60.9% | -75.8% | -22.6% |
| YTD | +3.2% | +40.7% | -37.6% | -4.2% |
| 1Y | 0.0% | +73.3% | -73.3% | -11.1% |
| 3Y | +21.5% | +40.6% | -19.1% | +7.8% |
| 5Y | +4.0% | -37.0% | +41.0% | +1.4% |
| All | +4.0% | -37.4% | +41.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling