+1,131.7%
CVX vs JHX
+2,220.4%
-1,088.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.1% |
| 7D | +0.7% | -4.9% | +5.5% | +1.7% |
| 30D | +9.1% | -9.3% | +18.4% | +11.3% |
| 3M | +13.1% | +28.1% | -15.0% | +6.0% |
| 6M | +16.3% | +35.2% | -18.9% | +6.0% |
| YTD | +43.5% | +35.9% | +7.6% | +30.2% |
| 1Y | +40.2% | +42.5% | -2.4% | +24.8% |
| 3Y | +44.2% | -4.5% | +48.7% | +32.1% |
| 5Y | +170.6% | -27.1% | +197.7% | +157.6% |
| 10Y | +220.3% | +104.2% | +116.1% | +125.4% |
| All | +1,131.7% | +2,220.4% | -1,088.8% | +376.7% |
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