-41.3%
CORZ vs JHX
+44.7%
-86.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +8.3% | -18.7% | -13.6% |
| 7D | -14.9% | +13.3% | -28.2% | -20.0% |
| 30D | -23.1% | +17.1% | -40.3% | -29.0% |
| 3M | -44.1% | +4.1% | -48.1% | -45.4% |
| 6M | -39.5% | +48.5% | -88.0% | -50.9% |
| YTD | -12.4% | +42.3% | -54.6% | -28.4% |
| 1Y | -41.3% | +47.4% | -88.7% | -52.8% |
| All | -41.3% | +44.7% | -86.0% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling