+2,200.2%
CPRT vs JHX
+2,243.5%
-43.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | -11.2% | -6.3% | -4.9% | -10.0% |
| 30D | +3.3% | -7.7% | +11.1% | +5.0% |
| 3M | -3.6% | +19.2% | -22.7% | -7.0% |
| 6M | -15.8% | +38.3% | -54.0% | -21.7% |
| YTD | -23.5% | +37.2% | -60.7% | -29.0% |
| 1Y | -38.8% | +42.3% | -81.0% | -43.8% |
| 3Y | -33.4% | -4.4% | -29.0% | -37.3% |
| 5Y | -16.4% | -26.4% | +10.0% | -18.3% |
| 10Y | +379.1% | +106.3% | +272.9% | +270.7% |
| All | +2,200.2% | +2,243.5% | -43.3% | +987.1% |
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