+604.3%
CEG vs JHX
-20.6%
+624.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -4.8% | -6.3% | +1.6% | -3.3% |
| 30D | +2.3% | -7.7% | +10.1% | +4.2% |
| 3M | +15.6% | +19.2% | -3.6% | +10.7% |
| 6M | -5.0% | +38.3% | -43.3% | -12.7% |
| YTD | -19.0% | +37.2% | -56.2% | -25.5% |
| 1Y | -10.0% | +42.3% | -52.2% | -18.1% |
| 3Y | +163.9% | -4.4% | +168.3% | +146.8% |
| All | +604.3% | -20.6% | +624.9% | +474.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling