+432.8%
CNP vs JHX
+2,279.7%
-1,846.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.3% |
| 30D | -0.1% | -5.0% | +4.9% | +0.8% |
| 3M | -5.6% | +24.5% | -30.1% | -10.0% |
| 6M | -7.5% | +34.9% | -42.4% | -13.9% |
| YTD | +5.5% | +39.3% | -33.8% | -2.8% |
| 1Y | +8.3% | +48.6% | -40.2% | -2.0% |
| 3Y | +51.8% | -2.0% | +53.8% | +40.1% |
| 5Y | +69.9% | -24.4% | +94.3% | +61.7% |
| 10Y | +139.9% | +109.4% | +30.5% | +74.1% |
| All | +432.8% | +2,279.7% | -1,846.9% | +81.9% |
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