+982.5%
CCI vs JHX
+2,220.4%
-1,238.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.7% | -1.2% |
| 7D | -4.4% | -4.9% | +0.5% | -3.3% |
| 30D | +0.3% | -9.3% | +9.6% | +2.5% |
| 3M | -20.0% | +28.1% | -48.0% | -24.9% |
| 6M | -14.5% | +35.2% | -49.7% | -21.6% |
| YTD | -14.9% | +35.9% | -50.7% | -22.2% |
| 1Y | -17.7% | +42.5% | -60.2% | -26.0% |
| 3Y | -12.4% | -4.5% | -7.9% | -19.0% |
| 5Y | -50.1% | -27.1% | -23.0% | -52.0% |
| 10Y | +20.4% | +104.2% | -83.8% | -16.4% |
| All | +982.5% | +2,220.4% | -1,238.0% | +263.0% |
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