+1,500.5%
CIEN vs JHX
+106.3%
+1,394.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.2% |
| 7D | +8.9% | -6.3% | +15.2% | +10.9% |
| 30D | -19.1% | -7.7% | -11.4% | -17.4% |
| 3M | -21.5% | +19.2% | -40.7% | -25.8% |
| 6M | +2.8% | +38.3% | -35.4% | -7.5% |
| YTD | +49.5% | +37.2% | +12.3% | +34.0% |
| 1Y | +163.8% | +42.3% | +121.5% | +132.0% |
| 3Y | +615.8% | -4.4% | +620.2% | +548.8% |
| 5Y | +548.4% | -26.4% | +574.8% | +516.3% |
| All | +1,500.5% | +106.3% | +1,394.2% | +952.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling