-3.1%
CMG vs JHX
-27.7%
+24.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -2.1% | -6.3% | +4.3% | -0.8% |
| 30D | +10.9% | -7.7% | +18.7% | +12.6% |
| 3M | +15.8% | +19.2% | -3.3% | +11.3% |
| 6M | +6.9% | +38.3% | -31.3% | -1.0% |
| YTD | -2.2% | +37.2% | -39.4% | -9.5% |
| 1Y | -7.1% | +42.3% | -49.4% | -15.0% |
| 3Y | -7.1% | -4.4% | -2.7% | -15.3% |
| All | -3.1% | -27.7% | +24.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling