+165.0%
CMI vs JHX
-27.7%
+192.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.7% | -6.3% | +5.6% | +0.8% |
| 30D | -12.4% | -7.7% | -4.6% | -10.8% |
| 3M | -14.8% | +19.2% | -33.9% | -18.5% |
| 6M | +0.8% | +38.3% | -37.5% | -7.3% |
| YTD | +10.2% | +37.2% | -27.0% | +1.5% |
| 1Y | +37.4% | +42.3% | -4.8% | +25.0% |
| 3Y | +153.3% | -4.4% | +157.7% | +134.5% |
| All | +165.0% | -27.7% | +192.7% | +157.0% |
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 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