+5,760.6%
CRM vs JHX
+1,000.6%
+4,760.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -4.4% | -6.3% | +1.9% | -2.7% |
| 30D | +28.1% | -7.7% | +35.9% | +30.9% |
| 3M | +48.8% | +19.2% | +29.7% | +40.8% |
| 6M | +28.3% | +38.3% | -10.0% | +14.3% |
| YTD | -6.0% | +37.2% | -43.2% | -16.5% |
| 1Y | +1.4% | +42.3% | -40.8% | -11.7% |
| 3Y | +11.8% | -4.4% | +16.2% | +0.9% |
| 5Y | -2.0% | -26.4% | +24.4% | -6.5% |
| 10Y | +239.6% | +106.3% | +133.4% | +122.1% |
| All | +5,760.6% | +1,000.6% | +4,760.0% | +1,893.7% |
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