+3,154.0%
CLS vs JHX
+106.3%
+3,047.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.2% |
| 7D | +10.9% | -6.3% | +17.3% | +13.6% |
| 30D | +2.1% | -7.7% | +9.8% | +5.2% |
| 3M | -10.2% | +19.2% | -29.4% | -16.6% |
| 6M | +30.4% | +38.3% | -7.9% | +13.7% |
| YTD | +17.2% | +37.2% | -20.0% | +1.9% |
| 1Y | +41.0% | +42.3% | -1.3% | +19.5% |
| 3Y | +1,338.0% | -4.4% | +1,342.4% | +1,176.7% |
| 5Y | +3,860.6% | -26.4% | +3,886.9% | +3,727.8% |
| All | +3,154.0% | +106.3% | +3,047.7% | +1,856.0% |
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