+19.6%
CME vs JHX
+44.7%
-25.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | +2.1% |
| 7D | +4.8% | +13.3% | -8.4% | +6.1% |
| 30D | +14.2% | +17.1% | -3.0% | +16.0% |
| 3M | +17.9% | +4.1% | +13.8% | +18.3% |
| 6M | +7.2% | +48.5% | -41.2% | +13.2% |
| YTD | +16.7% | +42.3% | -25.5% | +23.8% |
| 1Y | +19.6% | +47.4% | -27.8% | +27.3% |
| All | +19.6% | +44.7% | -25.1% | +27.3% |
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