-69.3%
CPNG vs JHX
-1.0%
-68.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | -1.1% | -6.3% | +5.2% | +0.7% |
| 30D | -7.4% | -7.7% | +0.4% | -5.3% |
| 3M | -12.3% | +19.2% | -31.5% | -17.0% |
| 6M | -19.4% | +38.3% | -57.7% | -27.2% |
| YTD | -35.9% | +37.2% | -73.1% | -42.4% |
| 1Y | -53.4% | +42.3% | -95.7% | -58.8% |
| 3Y | -20.0% | -4.4% | -15.6% | -29.5% |
| 5Y | -49.6% | -26.4% | -23.2% | -58.8% |
| All | -69.3% | -1.0% | -68.3% | -71.8% |
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 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