+4,182.5%
CSX vs JHX
+2,188.3%
+1,994.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | +6.0% | -0.2% | +6.1% | +5.9% |
| 30D | +7.8% | +13.1% | -5.3% | +4.4% |
| 3M | +4.1% | -10.0% | +14.1% | +6.4% |
| 6M | +17.9% | +38.9% | -21.0% | +7.2% |
| YTD | +44.9% | +34.0% | +10.9% | +32.0% |
| 1Y | +51.1% | +66.0% | -14.8% | +30.3% |
| 3Y | +78.3% | -6.2% | +84.5% | +66.1% |
| 5Y | +58.1% | -31.6% | +89.7% | +55.2% |
| 10Y | +417.9% | +116.6% | +301.3% | +255.4% |
| All | +4,182.5% | +2,188.3% | +1,994.2% | +1,663.0% |
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