-10.7%
CMG vs JHX
+56.2%
-67.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.1% |
| 7D | -2.8% | +1.5% | -4.4% | -3.1% |
| 30D | +7.1% | +7.2% | 0.0% | +5.6% |
| 3M | +31.2% | +29.9% | +1.2% | +23.6% |
| 6M | +0.7% | +35.4% | -34.7% | -6.7% |
| YTD | -0.1% | +46.5% | -46.6% | -10.2% |
| 1Y | -10.7% | +55.5% | -66.3% | -20.1% |
| All | -10.7% | +56.2% | -67.0% | -20.1% |
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