+67.1%
CSX vs JHX
-3.0%
+70.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.8% |
| 7D | -0.6% | +1.6% | -2.2% | -0.8% |
| 30D | -3.2% | -5.0% | +1.8% | -2.5% |
| 3M | +2.6% | +24.5% | -21.9% | -1.0% |
| 6M | +19.8% | +34.9% | -15.1% | +13.7% |
| YTD | +34.7% | +39.3% | -4.7% | +27.0% |
| 1Y | +52.1% | +48.6% | +3.6% | +41.8% |
| All | +67.1% | -3.0% | +70.1% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling