+16.1%
JHX vs CAI
-11.0%
+27.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.9% | -5.1% | +0.2% | -3.7% |
| 30D | -9.3% | +3.9% | -13.2% | -10.3% |
| 3M | +28.1% | +40.1% | -12.0% | +17.8% |
| 6M | +35.2% | +29.7% | +5.5% | +23.9% |
| YTD | +35.9% | -10.9% | +46.8% | +35.8% |
| 1Y | +42.5% | -28.0% | +70.5% | +50.8% |
| All | +16.1% | -11.0% | +27.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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