-29.6%
CLS vs JHX
+44.7%
-74.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +8.3% | -17.3% | -10.9% |
| 7D | -21.1% | +13.3% | -34.4% | -23.8% |
| 30D | -38.2% | +17.1% | -55.4% | -40.9% |
| 3M | -36.3% | +4.1% | -40.4% | -37.0% |
| 6M | -43.8% | +48.5% | -92.3% | -50.6% |
| YTD | -20.0% | +42.3% | -62.3% | -30.4% |
| 1Y | -29.6% | +47.4% | -77.0% | -38.9% |
| All | -29.6% | +44.7% | -74.3% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling