+6,292.3%
CAT vs JHX
+2,279.7%
+4,012.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | +0.1% |
| 7D | +2.9% | +1.6% | +1.4% | +2.4% |
| 30D | -2.6% | -5.0% | +2.4% | -1.3% |
| 3M | -10.7% | +24.5% | -35.1% | -16.5% |
| 6M | +16.1% | +34.9% | -18.8% | +5.5% |
| YTD | +43.2% | +39.3% | +3.9% | +28.9% |
| 1Y | +96.8% | +48.6% | +48.3% | +72.3% |
| 3Y | +201.4% | -2.0% | +203.4% | +176.9% |
| 5Y | +332.7% | -24.4% | +357.1% | +316.5% |
| 10Y | +1,157.1% | +109.4% | +1,047.7% | +743.3% |
| All | +6,292.3% | +2,279.7% | +4,012.6% | +2,505.2% |
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