+1.7%
JHX vs CART
+40.2%
-38.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | +13.1% | +19.2% | -6.1% | +10.9% |
| 3M | -10.0% | +17.6% | -27.6% | -11.7% |
| 6M | +38.9% | +47.4% | -8.4% | +33.3% |
| YTD | +34.0% | +30.9% | +3.1% | +29.6% |
| 1Y | +66.0% | +46.0% | +20.0% | +58.1% |
| 3Y | -6.2% | +130.3% | -136.6% | -17.3% |
| All | +1.7% | +40.2% | -38.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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