-56.4%
CSGP vs JHX
+61.3%
-117.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -6.1% | -3.8% | -2.2% | -5.6% |
| 30D | +0.3% | +11.7% | -11.4% | -0.5% |
| 3M | -1.3% | -10.7% | +9.4% | -1.6% |
| 6M | -8.9% | +36.5% | -45.4% | -7.7% |
| YTD | -55.2% | +32.8% | -88.1% | -55.8% |
| 1Y | -56.4% | +62.5% | -118.9% | -58.6% |
| All | -56.4% | +61.3% | -117.7% | -58.6% |
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