+0.8%
CMI vs JHX
+37.1%
-36.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -0.7% | -6.3% | +5.6% | +1.6% |
| 30D | -12.4% | -7.7% | -4.6% | -10.0% |
| 3M | -14.8% | +19.2% | -33.9% | -21.3% |
| 6M | +0.8% | +38.3% | -37.5% | -13.5% |
| All | +0.8% | +37.1% | -36.3% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling