+16.9%
HON vs CRS
+620.4%
-603.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | -2.6% | -4.1% | +1.5% | -1.9% |
| 30D | -11.9% | -16.6% | +4.7% | -9.2% |
| 3M | -6.1% | -14.3% | +8.2% | -3.8% |
| 6M | -19.2% | +11.6% | -30.8% | -20.8% |
| YTD | +0.2% | +42.6% | -42.4% | -5.6% |
| 1Y | -1.5% | +81.8% | -83.3% | -11.1% |
| All | +16.9% | +620.4% | -603.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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