+1,140.1%
CI vs JHX
+2,279.7%
-1,139.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | -1.1% | +1.6% | -2.7% | -1.5% |
| 30D | +0.5% | -5.0% | +5.5% | +1.4% |
| 3M | -5.2% | +24.5% | -29.6% | -10.0% |
| 6M | +4.3% | +34.9% | -30.6% | -3.5% |
| YTD | +2.8% | +39.3% | -36.5% | -5.8% |
| 1Y | -5.8% | +48.6% | -54.4% | -15.2% |
| 3Y | +4.7% | -2.0% | +6.8% | -3.6% |
| 5Y | +42.7% | -24.4% | +67.1% | +35.9% |
| 10Y | +141.0% | +109.4% | +31.5% | +71.6% |
| All | +1,140.1% | +2,279.7% | -1,139.6% | +488.2% |
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