+10.9%
CMG vs JHX
+44.7%
-33.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.3% | -2.5% | +4.0% |
| 7D | +22.5% | +13.3% | +9.2% | +19.4% |
| 30D | +14.1% | +17.1% | -3.0% | +10.4% |
| 3M | +4.1% | +4.1% | 0.0% | +2.8% |
| 6M | +10.1% | +48.5% | -38.4% | -0.4% |
| YTD | -4.9% | +42.3% | -47.1% | -15.0% |
| 1Y | +10.9% | +47.4% | -36.5% | -2.3% |
| All | +10.9% | +44.7% | -33.8% | -2.3% |
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