+69.6%
CNP vs JHX
-27.7%
+97.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.4% | -6.3% | +4.9% | -1.0% |
| 30D | -2.9% | -7.7% | +4.8% | -2.5% |
| 3M | -7.5% | +19.2% | -26.7% | -8.7% |
| 6M | -7.9% | +38.3% | -46.2% | -10.2% |
| YTD | +3.7% | +37.2% | -33.5% | +1.1% |
| 1Y | +4.6% | +42.3% | -37.7% | +1.5% |
| 3Y | +49.1% | -4.4% | +53.5% | +44.3% |
| All | +69.6% | -27.7% | +97.3% | +62.6% |
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