-27.2%
JHX vs CAG
-43.1%
+15.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -6.3% | -5.7% | -0.6% | -5.0% |
| 30D | -7.7% | -2.4% | -5.3% | -7.3% |
| 3M | +19.2% | +9.8% | +9.4% | +16.1% |
| 6M | +38.3% | -10.8% | +49.1% | +41.8% |
| YTD | +37.2% | -10.8% | +48.0% | +40.4% |
| 1Y | +42.3% | -19.0% | +61.2% | +48.6% |
| 3Y | -4.4% | -39.7% | +35.3% | +4.7% |
| All | -27.2% | -43.1% | +15.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 5y: compounded portfolio wealth divided by compounded CAG 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…
5y analysis · Full analysis span regression · 6 months rolling