-5.3%
JHX vs CFG
+183.3%
-188.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | -4.9% | -1.7% | -3.2% | -4.0% |
| 30D | -9.3% | -4.6% | -4.7% | -7.1% |
| 3M | +28.1% | +7.9% | +20.2% | +23.0% |
| 6M | +35.2% | +19.9% | +15.3% | +23.6% |
| YTD | +35.9% | +21.7% | +14.2% | +22.9% |
| 1Y | +42.5% | +38.4% | +4.1% | +20.8% |
| All | -5.3% | +183.3% | -188.6% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling