+60.6%
JHX vs CGNX
+20.0%
+40.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | +2.2% | -14.9% | +17.1% | +4.6% |
| 30D | +13.2% | -21.9% | +35.1% | +17.5% |
| 3M | -0.5% | -29.0% | +28.5% | +4.9% |
| 6M | +30.0% | -23.0% | +53.1% | +34.0% |
| YTD | +34.2% | +33.4% | +0.9% | +26.0% |
| 1Y | +60.6% | +21.6% | +39.0% | +56.5% |
| All | +60.6% | +20.0% | +40.6% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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