+2,220.4%
JHX vs CCEP
+1,818.2%
+402.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -4.9% | -5.7% | +0.9% | -2.6% |
| 30D | -9.3% | -3.4% | -5.9% | -8.1% |
| 3M | +28.1% | +5.5% | +22.6% | +24.8% |
| 6M | +35.2% | +2.2% | +33.0% | +33.7% |
| YTD | +35.9% | +14.6% | +21.2% | +28.0% |
| 1Y | +42.5% | +18.9% | +23.6% | +32.0% |
| 3Y | -4.5% | +82.6% | -87.1% | -26.9% |
| 5Y | -27.1% | +107.0% | -134.1% | -47.6% |
| 10Y | +104.2% | +235.1% | -130.9% | +17.7% |
| All | +2,220.4% | +1,818.2% | +402.2% | +574.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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