+1,056.3%
HON vs CRL
+1,379.5%
-323.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.4% |
| 7D | -3.6% | -1.0% | -2.6% | -3.4% |
| 30D | -15.3% | +10.7% | -25.9% | -17.7% |
| 3M | -7.9% | +55.3% | -63.2% | -18.8% |
| 6M | -18.1% | +60.7% | -78.7% | -29.3% |
| YTD | +3.8% | +44.6% | -40.8% | -8.3% |
| 1Y | +0.5% | +77.7% | -77.3% | -16.7% |
| 3Y | +19.8% | +37.6% | -17.9% | +0.8% |
| 5Y | +2.9% | -35.8% | +38.7% | +4.6% |
| 10Y | +134.6% | +241.7% | -107.1% | +38.7% |
| All | +1,056.3% | +1,379.5% | -323.2% | +355.3% |
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