+1,131.0%
HON vs CRL
+1,633.2%
-502.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.5% | +11.9% | -4.4% | +3.8% |
| 3M | -4.3% | +20.2% | -24.5% | -9.7% |
| 6M | -1.5% | +107.5% | -109.1% | -20.7% |
| YTD | +10.5% | +69.4% | -58.9% | -7.1% |
| 1Y | +8.5% | +99.7% | -91.2% | -13.0% |
| 3Y | +28.0% | +98.8% | -70.7% | -3.3% |
| 5Y | +12.0% | -12.4% | +24.4% | +3.9% |
| 10Y | +155.4% | +352.9% | -197.5% | +39.1% |
| All | +1,131.0% | +1,633.2% | -502.1% | +361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling