+43.8%
CSGP vs JHX
+105.3%
-61.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.7% |
| 7D | -5.4% | +1.6% | -7.0% | -5.8% |
| 30D | -6.0% | -5.0% | -1.0% | -4.9% |
| 3M | -12.8% | +24.5% | -37.3% | -17.7% |
| 6M | -38.9% | +34.9% | -73.8% | -44.1% |
| YTD | -56.0% | +39.3% | -95.3% | -60.4% |
| 1Y | -66.4% | +48.6% | -115.0% | -70.4% |
| 3Y | -64.2% | -2.0% | -62.1% | -67.4% |
| 5Y | -67.0% | -24.4% | -42.6% | -68.4% |
| 10Y | +43.8% | +109.4% | -65.6% | -5.1% |
| All | +43.8% | +105.3% | -61.4% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling