+72.4%
JHX vs CLBK
+65.5%
+7.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -6.3% | -1.5% | -4.9% | -5.8% |
| 30D | -7.7% | -1.0% | -6.7% | -7.4% |
| 3M | +19.2% | +22.9% | -3.7% | +9.0% |
| 6M | +38.3% | +44.2% | -5.9% | +18.6% |
| YTD | +37.2% | +64.0% | -26.8% | +11.1% |
| 1Y | +42.3% | +65.7% | -23.4% | +14.0% |
| 3Y | -4.4% | +54.1% | -58.5% | -23.3% |
| 5Y | -26.4% | +44.7% | -71.1% | -44.4% |
| All | +72.4% | +65.5% | +7.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling