-0.8%
CCL vs JHX
-27.7%
+26.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +0.8% |
| 7D | -3.2% | -6.3% | +3.1% | -0.1% |
| 30D | -17.8% | -7.7% | -10.0% | -14.6% |
| 3M | -18.7% | +19.2% | -37.8% | -25.9% |
| 6M | -11.4% | +38.3% | -49.7% | -24.8% |
| YTD | -24.3% | +37.2% | -61.5% | -35.7% |
| 1Y | -28.8% | +42.3% | -71.1% | -41.3% |
| 3Y | +49.3% | -4.4% | +53.7% | +24.9% |
| All | -0.8% | -27.7% | +26.8% | -0.7% |
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 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