+3,965.3%
CSX vs JHX
+2,401.5%
+1,563.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | -3.1% | +7.2% | -10.2% | -4.9% |
| 3M | +7.2% | +29.9% | -22.8% | -0.2% |
| 6M | +16.2% | +35.4% | -19.2% | +6.2% |
| YTD | +37.5% | +46.5% | -8.9% | +23.0% |
| 1Y | +53.2% | +55.5% | -2.3% | +34.0% |
| 3Y | +68.2% | -0.4% | +68.7% | +54.2% |
| 5Y | +65.2% | -23.3% | +88.5% | +57.9% |
| 10Y | +504.1% | +111.1% | +393.0% | +317.8% |
| All | +3,965.3% | +2,401.5% | +1,563.8% | +1,542.5% |
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