+74.0%
CCL vs JHX
+2,279.7%
-2,205.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.0% |
| 7D | -4.4% | +1.6% | -6.0% | -5.0% |
| 30D | -18.2% | -5.0% | -13.2% | -16.7% |
| 3M | -17.7% | +24.5% | -42.2% | -24.4% |
| 6M | -13.0% | +34.9% | -47.9% | -22.2% |
| YTD | -24.5% | +39.3% | -63.8% | -33.4% |
| 1Y | -26.9% | +48.6% | -75.5% | -37.6% |
| 3Y | +50.8% | -2.0% | +52.8% | +38.4% |
| 5Y | -0.9% | -24.4% | +23.5% | -0.6% |
| 10Y | -41.7% | +109.4% | -151.1% | -57.3% |
| All | +74.0% | +2,279.7% | -2,205.7% | -22.7% |
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 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