+421.5%
CARR vs JHX
+231.3%
+190.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.2% |
| 7D | -3.8% | -6.3% | +2.5% | -1.9% |
| 30D | -8.9% | -7.7% | -1.2% | -6.8% |
| 3M | -17.3% | +19.2% | -36.5% | -21.6% |
| 6M | -1.4% | +38.3% | -39.7% | -10.7% |
| YTD | +10.0% | +37.2% | -27.2% | -0.3% |
| 1Y | -6.4% | +42.3% | -48.6% | -16.4% |
| 3Y | +1.5% | -4.4% | +5.9% | -5.8% |
| 5Y | +9.3% | -26.4% | +35.7% | +4.4% |
| All | +421.5% | +231.3% | +190.2% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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