+19.0%
CDNS vs JHX
-4.5%
+23.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -1.1% | -6.3% | +5.2% | +0.1% |
| 30D | -10.4% | -7.7% | -2.7% | -9.1% |
| 3M | -24.6% | +19.2% | -43.8% | -27.3% |
| 6M | -1.6% | +38.3% | -39.9% | -8.7% |
| YTD | -7.4% | +37.2% | -44.6% | -14.0% |
| 1Y | -18.4% | +42.3% | -60.7% | -25.0% |
| 3Y | +19.0% | -4.4% | +23.4% | +17.1% |
| All | +19.0% | -4.5% | +23.4% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling