+22.2%
CTSH vs JHX
+106.3%
-84.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | -3.7% | -6.3% | +2.6% | -2.1% |
| 30D | +3.7% | -7.7% | +11.4% | +5.8% |
| 3M | +17.9% | +19.2% | -1.3% | +12.1% |
| 6M | -2.6% | +38.3% | -40.9% | -12.0% |
| YTD | -26.4% | +37.2% | -63.6% | -33.7% |
| 1Y | -13.0% | +42.3% | -55.3% | -23.0% |
| 3Y | -11.2% | -4.4% | -6.8% | -19.3% |
| 5Y | -14.3% | -26.4% | +12.1% | -17.5% |
| All | +22.2% | +106.3% | -84.1% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling