-9.5%
CEG vs JHX
+31.7%
-41.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.1% |
| 7D | +0.3% | -4.9% | +5.2% | +1.6% |
| 30D | +2.9% | -9.3% | +12.2% | +5.4% |
| 3M | +18.2% | +28.1% | -9.9% | +10.6% |
| 6M | -9.5% | +35.2% | -44.7% | -17.1% |
| All | -9.5% | +31.7% | -41.3% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling