+425.9%
CORZ vs JHX
-21.9%
+447.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.4% |
| 7D | +7.6% | +1.6% | +6.0% | +7.1% |
| 30D | -6.9% | -5.0% | -1.9% | -5.5% |
| 3M | -33.0% | +24.5% | -57.5% | -37.7% |
| 6M | +19.3% | +34.9% | -15.6% | +7.5% |
| YTD | +24.2% | +39.3% | -15.1% | +11.2% |
| 1Y | +24.5% | +48.6% | -24.1% | +8.8% |
| All | +425.9% | -21.9% | +447.7% | +396.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling