+51.0%
CL vs JHX
+106.3%
-55.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.4% |
| 7D | -2.2% | -6.3% | +4.1% | -1.6% |
| 30D | -6.0% | -7.7% | +1.8% | -5.2% |
| 3M | -2.3% | +19.2% | -21.5% | -4.4% |
| 6M | -2.0% | +38.3% | -40.2% | -6.0% |
| YTD | +11.8% | +37.2% | -25.4% | +7.2% |
| 1Y | +5.8% | +42.3% | -36.4% | +0.8% |
| 3Y | +25.9% | -4.4% | +30.3% | +20.9% |
| 5Y | +26.9% | -26.4% | +53.3% | +24.7% |
| All | +51.0% | +106.3% | -55.2% | +20.0% |
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