+41.9%
CMI vs JHX
+56.2%
-14.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.1% |
| 7D | -0.7% | +1.5% | -2.3% | -1.2% |
| 30D | -13.4% | +7.2% | -20.6% | -15.3% |
| 3M | -17.0% | +29.9% | -46.9% | -23.9% |
| 6M | -1.6% | +35.4% | -37.0% | -13.0% |
| YTD | +11.0% | +46.5% | -35.5% | -1.9% |
| 1Y | +41.9% | +55.5% | -13.6% | +22.7% |
| All | +41.9% | +56.2% | -14.3% | +22.7% |
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