+2,720.0%
COR vs JHX
+2,220.4%
+499.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | -4.8% | -4.9% | 0.0% | -4.3% |
| 30D | -3.7% | -9.3% | +5.6% | -2.6% |
| 3M | +14.3% | +28.1% | -13.7% | +10.7% |
| 6M | -8.5% | +35.2% | -43.7% | -12.6% |
| YTD | -4.4% | +35.9% | -40.3% | -8.9% |
| 1Y | +9.1% | +42.5% | -33.4% | +3.0% |
| 3Y | +85.2% | -4.5% | +89.7% | +76.4% |
| 5Y | +180.7% | -27.1% | +207.8% | +173.3% |
| 10Y | +403.7% | +104.2% | +299.5% | +306.7% |
| All | +2,720.0% | +2,220.4% | +499.6% | +1,551.6% |
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 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