+1,044.2%
CDNS vs JHX
+106.3%
+938.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -1.1% | -6.3% | +5.2% | +0.8% |
| 30D | -10.4% | -7.7% | -2.7% | -8.3% |
| 3M | -24.6% | +19.2% | -43.8% | -28.9% |
| 6M | -1.6% | +38.3% | -39.9% | -12.5% |
| YTD | -7.4% | +37.2% | -44.6% | -17.6% |
| 1Y | -18.4% | +42.3% | -60.7% | -28.8% |
| 3Y | +19.0% | -4.4% | +23.4% | +7.6% |
| 5Y | +73.4% | -26.4% | +99.8% | +67.6% |
| All | +1,044.2% | +106.3% | +938.0% | +611.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling