-4.1%
JHX vs CF
+66.4%
-70.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.0% |
| 7D | -3.7% | +10.4% | -14.0% | -2.5% |
| 30D | +14.8% | +7.6% | +7.3% | +16.0% |
| 3M | -8.5% | +5.2% | -13.7% | -7.8% |
| 6M | +39.2% | -0.1% | +39.3% | +40.2% |
| YTD | +37.0% | +61.7% | -24.7% | +27.0% |
| 1Y | +66.6% | +50.3% | +16.3% | +56.0% |
| All | -4.1% | +66.4% | -70.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling