+300.2%
CCJ vs JHX
-27.7%
+327.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -4.0% | -6.3% | +2.3% | -2.1% |
| 30D | -2.4% | -7.7% | +5.4% | +0.1% |
| 3M | -2.3% | +19.2% | -21.5% | -7.7% |
| 6M | -16.2% | +38.3% | -54.5% | -24.7% |
| YTD | +5.7% | +37.2% | -31.5% | -4.9% |
| 1Y | +21.3% | +42.3% | -21.0% | +7.7% |
| 3Y | +159.4% | -4.4% | +163.8% | +132.4% |
| All | +300.2% | -27.7% | +327.8% | +336.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling