+242.0%
COF vs JHX
+106.3%
+135.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -5.1% | -6.3% | +1.2% | -2.8% |
| 30D | -6.0% | -7.7% | +1.7% | -3.3% |
| 3M | +14.8% | +19.2% | -4.3% | +7.0% |
| 6M | +15.3% | +38.3% | -22.9% | +0.4% |
| YTD | -13.0% | +37.2% | -50.3% | -24.5% |
| 1Y | -5.7% | +42.3% | -48.0% | -19.9% |
| 3Y | +118.1% | -4.4% | +122.5% | +91.3% |
| 5Y | +46.2% | -26.4% | +72.6% | +39.8% |
| All | +242.0% | +106.3% | +135.7% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling