+4,013.6%
CMG vs JHX
+558.7%
+3,455.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -2.1% | -6.3% | +4.3% | -0.6% |
| 30D | +10.9% | -7.7% | +18.7% | +12.8% |
| 3M | +15.8% | +19.2% | -3.3% | +10.8% |
| 6M | +6.9% | +38.3% | -31.3% | -1.8% |
| YTD | -2.2% | +37.2% | -39.4% | -10.3% |
| 1Y | -7.1% | +42.3% | -49.4% | -15.8% |
| 3Y | -7.1% | -4.4% | -2.7% | -13.6% |
| 5Y | -4.8% | -26.4% | +21.6% | -7.9% |
| 10Y | +324.3% | +106.3% | +218.1% | +208.9% |
| All | +4,013.6% | +558.7% | +3,455.0% | +1,860.0% |
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