+5,842.7%
CNQ vs JHX
+2,243.5%
+3,599.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.9% |
| 7D | +0.1% | -6.3% | +6.4% | +2.2% |
| 30D | +6.2% | -7.7% | +13.9% | +8.7% |
| 3M | +12.4% | +19.2% | -6.8% | +4.6% |
| 6M | +9.0% | +38.3% | -29.3% | -6.1% |
| YTD | +52.2% | +37.2% | +15.0% | +30.9% |
| 1Y | +65.0% | +42.3% | +22.8% | +38.5% |
| 3Y | +78.8% | -4.4% | +83.2% | +54.9% |
| 5Y | +286.0% | -26.4% | +312.4% | +254.6% |
| 10Y | +420.7% | +106.3% | +314.5% | +214.2% |
| All | +5,842.7% | +2,243.5% | +3,599.2% | +1,545.2% |
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