-11.2%
CTSH vs JHX
-4.5%
-6.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | -3.7% | -6.3% | +2.6% | -3.0% |
| 30D | +3.7% | -7.7% | +11.4% | +4.7% |
| 3M | +17.9% | +19.2% | -1.3% | +15.3% |
| 6M | -2.6% | +38.3% | -40.9% | -7.0% |
| YTD | -26.4% | +37.2% | -63.6% | -29.8% |
| 1Y | -13.0% | +42.3% | -55.3% | -17.8% |
| 3Y | -11.2% | -4.4% | -6.8% | -13.4% |
| All | -11.2% | -4.5% | -6.7% | -13.4% |
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