-31.9%
CEG vs JHX
+44.7%
-76.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.3% | -15.0% | -8.5% |
| 7D | -4.8% | +13.3% | -18.1% | -7.7% |
| 30D | -8.2% | +17.1% | -25.3% | -11.9% |
| 3M | -7.9% | +4.1% | -12.0% | -8.9% |
| 6M | -23.2% | +48.5% | -71.7% | -31.3% |
| YTD | -30.1% | +42.3% | -72.4% | -36.0% |
| 1Y | -31.9% | +47.4% | -79.3% | -38.1% |
| All | -31.9% | +44.7% | -76.6% | -38.1% |
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 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