-65.3%
CSGP vs JHX
+56.2%
-121.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.6% |
| 7D | -4.1% | +1.5% | -5.6% | -4.2% |
| 30D | +2.3% | +7.2% | -4.8% | +1.9% |
| 3M | -8.2% | +29.9% | -38.1% | -8.5% |
| 6M | -35.1% | +35.4% | -70.4% | -34.9% |
| YTD | -54.0% | +46.5% | -100.5% | -55.2% |
| 1Y | -65.3% | +55.5% | -120.8% | -66.0% |
| All | -65.3% | +56.2% | -121.6% | -66.0% |
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