-27.1%
JHX vs CDW
-23.8%
-3.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -4.9% | -7.4% | +2.5% | -2.3% |
| 30D | -9.3% | +5.8% | -15.1% | -11.3% |
| 3M | +28.1% | +10.8% | +17.3% | +21.5% |
| 6M | +35.2% | +21.5% | +13.7% | +19.2% |
| YTD | +35.9% | +6.4% | +29.5% | +26.6% |
| 1Y | +42.5% | -14.8% | +57.3% | +47.7% |
| 3Y | -4.5% | -29.9% | +25.4% | +4.9% |
| 5Y | -27.1% | -22.9% | -4.2% | -26.9% |
| All | -27.1% | -23.8% | -3.3% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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