-24.4%
JHX vs CF
+247.6%
-272.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.2% |
| 7D | +1.6% | -0.8% | +2.4% | +1.6% |
| 30D | -5.0% | +14.3% | -19.3% | -5.4% |
| 3M | +24.5% | +27.9% | -3.4% | +23.2% |
| 6M | +34.9% | +25.5% | +9.4% | +31.0% |
| YTD | +39.3% | +81.2% | -41.9% | +27.9% |
| 1Y | +48.6% | +66.5% | -17.9% | +37.6% |
| 3Y | -2.0% | +76.7% | -78.7% | -11.7% |
| 5Y | -24.4% | +237.8% | -262.2% | -42.0% |
| All | -24.4% | +247.6% | -272.0% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling