-65.8%
CSGP vs JHX
-23.3%
-42.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -5.1% | +4.5% | -9.6% | -6.0% |
| 30D | +0.3% | -1.2% | +1.6% | +0.6% |
| 3M | -9.1% | +32.8% | -41.9% | -14.3% |
| 6M | -37.3% | +41.2% | -78.5% | -42.1% |
| YTD | -54.9% | +43.9% | -98.8% | -58.8% |
| 1Y | -65.5% | +48.0% | -113.6% | -68.8% |
| 3Y | -63.3% | +1.2% | -64.4% | -66.7% |
| 5Y | -65.8% | -22.6% | -43.2% | -65.7% |
| All | -65.8% | -23.3% | -42.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling