+1,331.2%
CSGP vs JHX
+2,240.2%
-909.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | -7.1% | -3.7% | -3.4% | -6.4% |
| 30D | +3.6% | +14.8% | -11.2% | +0.8% |
| 3M | -2.7% | -8.5% | +5.8% | -0.9% |
| 6M | -8.0% | +39.2% | -47.3% | -14.7% |
| YTD | -55.0% | +37.0% | -92.0% | -58.6% |
| 1Y | -55.8% | +66.6% | -122.4% | -61.0% |
| 3Y | -62.0% | -2.7% | -59.3% | -64.4% |
| 5Y | -62.9% | -26.3% | -36.7% | -63.9% |
| 10Y | +62.6% | +121.5% | -58.9% | +21.6% |
| All | +1,331.2% | +2,240.2% | -909.0% | +753.9% |
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