+626.9%
CEG vs JHX
-19.4%
+646.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | +1.3% | +1.6% | -0.2% | +0.9% |
| 30D | +8.8% | -5.0% | +13.8% | +10.1% |
| 3M | +17.0% | +24.5% | -7.5% | +10.8% |
| 6M | -8.7% | +34.9% | -43.6% | -15.6% |
| YTD | -16.4% | +39.3% | -55.8% | -23.3% |
| 1Y | -1.8% | +48.6% | -50.3% | -11.5% |
| 3Y | +175.8% | -2.0% | +177.8% | +156.4% |
| All | +626.9% | -19.4% | +646.3% | +490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling