+1,361.5%
CSGP vs JHX
+2,401.5%
-1,040.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.0% |
| 7D | -4.1% | +1.5% | -5.6% | -4.4% |
| 30D | +2.3% | +7.2% | -4.8% | +0.8% |
| 3M | -8.2% | +29.9% | -38.1% | -13.4% |
| 6M | -35.1% | +35.4% | -70.4% | -39.8% |
| YTD | -54.0% | +46.5% | -100.5% | -58.3% |
| 1Y | -65.3% | +55.5% | -120.8% | -69.0% |
| 3Y | -62.6% | -0.4% | -62.1% | -65.2% |
| 5Y | -64.8% | -23.3% | -41.5% | -66.0% |
| 10Y | +45.1% | +111.1% | -66.1% | +9.2% |
| All | +1,361.5% | +2,401.5% | -1,040.1% | +759.7% |
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