-70.5%
CBRS vs JHX
+47.2%
-117.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.3% | -14.4% | -7.1% |
| 7D | -18.4% | +13.3% | -31.7% | -20.1% |
| 30D | -49.4% | +17.1% | -66.6% | -50.8% |
| 3M | -59.6% | +4.1% | -63.7% | -59.8% |
| All | -70.5% | +47.2% | -117.6% | -69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling