+3,327.8%
CCJ vs JHX
+2,220.4%
+1,107.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.1% |
| 7D | -3.2% | -4.9% | +1.7% | -1.6% |
| 30D | -1.3% | -9.3% | +8.0% | +1.9% |
| 3M | +2.5% | +28.1% | -25.6% | -5.9% |
| 6M | -18.9% | +35.2% | -54.1% | -27.2% |
| YTD | +6.5% | +35.9% | -29.4% | -4.8% |
| 1Y | +22.8% | +42.5% | -19.7% | +7.7% |
| 3Y | +164.5% | -4.5% | +169.0% | +141.6% |
| 5Y | +303.7% | -27.1% | +330.8% | +296.2% |
| 10Y | +1,064.0% | +104.2% | +959.8% | +644.8% |
| All | +3,327.8% | +2,220.4% | +1,107.4% | +1,002.4% |
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 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