+242.5%
JHX vs CFG
+396.4%
-153.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +1.5% | +1.5% | 0.0% | +0.9% |
| 30D | +7.2% | -3.8% | +11.0% | +8.8% |
| 3M | +29.9% | +11.5% | +18.4% | +24.2% |
| 6M | +35.4% | +19.2% | +16.2% | +26.2% |
| YTD | +46.5% | +23.7% | +22.8% | +34.2% |
| 1Y | +55.5% | +38.8% | +16.7% | +35.6% |
| 3Y | -0.4% | +178.9% | -179.3% | -35.9% |
| 5Y | -23.3% | +101.8% | -125.1% | -45.4% |
| 10Y | +111.1% | +317.3% | -206.1% | -0.4% |
| All | +242.5% | +396.4% | -153.8% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling