+335.0%
JHX vs CDW
+903.1%
-568.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +1.5% | +3.2% | -1.6% | +0.2% |
| 30D | +7.2% | +9.3% | -2.1% | +2.5% |
| 3M | +29.9% | +9.8% | +20.1% | +22.7% |
| 6M | +35.4% | +23.3% | +12.0% | +17.2% |
| YTD | +46.5% | +13.7% | +32.8% | +30.9% |
| 1Y | +55.5% | -6.5% | +62.0% | +52.0% |
| 3Y | -0.4% | -25.2% | +24.8% | +5.9% |
| 5Y | -23.3% | -19.5% | -3.8% | -22.8% |
| 10Y | +111.1% | +285.8% | -174.7% | +14.8% |
| All | +335.0% | +903.1% | -568.1% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling