+47.4%
JHX vs CFG
+34.2%
+13.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +6.6% |
| 7D | +13.3% | +1.8% | +11.5% | +11.9% |
| 30D | +17.1% | +3.3% | +13.9% | +14.6% |
| 3M | +4.1% | -9.8% | +13.9% | +11.5% |
| 6M | +48.5% | +5.2% | +43.3% | +41.9% |
| YTD | +42.3% | +16.1% | +26.2% | +26.3% |
| 1Y | +47.4% | +33.7% | +13.7% | +18.9% |
| All | +47.4% | +34.2% | +13.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling