+47.4%
CI vs JHX
-28.4%
+75.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -1.3% | -4.9% | +3.5% | -0.9% |
| 30D | +3.1% | -9.3% | +12.4% | +3.9% |
| 3M | -4.5% | +28.1% | -32.6% | -6.8% |
| 6M | +8.3% | +35.2% | -26.9% | +4.7% |
| YTD | +3.8% | +35.9% | -32.1% | +0.3% |
| 1Y | -5.0% | +42.5% | -47.5% | -8.7% |
| 3Y | +5.8% | -4.5% | +10.2% | +1.7% |
| All | +47.4% | -28.4% | +75.8% | +56.4% |
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 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