+833.1%
CLS vs JHX
+2,279.7%
-1,446.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.1% |
| 7D | +20.1% | +1.6% | +18.5% | +19.6% |
| 30D | +6.0% | -5.0% | +11.0% | +7.7% |
| 3M | -10.3% | +24.5% | -34.7% | -16.6% |
| 6M | +24.5% | +34.9% | -10.4% | +12.4% |
| YTD | +12.9% | +39.3% | -26.5% | +0.5% |
| 1Y | +36.7% | +48.6% | -11.9% | +18.3% |
| 3Y | +1,328.1% | -2.0% | +1,330.1% | +1,211.0% |
| 5Y | +3,682.3% | -24.4% | +3,706.7% | +3,576.4% |
| 10Y | +3,038.3% | +109.4% | +2,928.8% | +2,087.6% |
| All | +833.1% | +2,279.7% | -1,446.6% | +391.0% |
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 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