+121.5%
JHX vs CF
+485.9%
-364.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -3.7% | +10.4% | -14.0% | -5.6% |
| 30D | +14.8% | +7.6% | +7.3% | +12.9% |
| 3M | -8.5% | +5.2% | -13.7% | -10.1% |
| 6M | +39.2% | -0.1% | +39.3% | +37.2% |
| YTD | +37.0% | +61.7% | -24.7% | +15.6% |
| 1Y | +66.6% | +50.3% | +16.3% | +43.2% |
| 3Y | -2.7% | +66.0% | -68.7% | -21.0% |
| 5Y | -26.3% | +114.5% | -140.8% | -48.3% |
| 10Y | +121.5% | +471.5% | -350.0% | +18.6% |
| All | +121.5% | +485.9% | -364.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling