-16.2%
CDNS vs JHX
+56.2%
-72.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.4% |
| 7D | -14.0% | +1.5% | -15.5% | -14.2% |
| 30D | -13.2% | +7.2% | -20.3% | -14.2% |
| 3M | -28.9% | +29.9% | -58.8% | -32.0% |
| 6M | -4.2% | +35.4% | -39.5% | -10.2% |
| YTD | -6.4% | +46.5% | -52.8% | -12.4% |
| 1Y | -16.2% | +55.5% | -71.7% | -21.5% |
| All | -16.2% | +56.2% | -72.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling