+2,279.7%
JHX vs CAG
+116.7%
+2,163.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | +1.6% | -6.6% | +8.2% | +3.6% |
| 30D | -5.0% | +2.3% | -7.3% | -5.8% |
| 3M | +24.5% | +16.3% | +8.1% | +18.3% |
| 6M | +34.9% | -16.0% | +50.9% | +41.3% |
| YTD | +39.3% | -7.7% | +47.0% | +41.4% |
| 1Y | +48.6% | -16.0% | +64.6% | +55.0% |
| 3Y | -2.0% | -37.7% | +35.7% | +10.3% |
| 5Y | -24.4% | -41.2% | +16.8% | -14.4% |
| 10Y | +109.4% | -33.8% | +143.2% | +114.1% |
| All | +2,279.7% | +116.7% | +2,163.0% | +1,509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling