+5,722.4%
CTSH vs JHX
+2,279.7%
+3,442.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.0% |
| 7D | -8.2% | +1.6% | -9.8% | -8.6% |
| 30D | +0.4% | -5.0% | +5.4% | +1.7% |
| 3M | +10.6% | +24.5% | -13.9% | +3.5% |
| 6M | -8.8% | +34.9% | -43.7% | -17.4% |
| YTD | -28.6% | +39.3% | -67.9% | -36.2% |
| 1Y | -15.9% | +48.6% | -64.5% | -26.7% |
| 3Y | -13.9% | -2.0% | -11.8% | -21.9% |
| 5Y | -17.1% | -24.4% | +7.3% | -21.1% |
| 10Y | +21.0% | +109.4% | -88.4% | -19.4% |
| All | +5,722.4% | +2,279.7% | +3,442.7% | +2,058.9% |
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