+75.1%
JHX vs CLBK
+64.7%
+10.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.7% |
| 7D | +1.6% | -1.5% | +3.0% | +2.2% |
| 30D | -5.0% | +6.7% | -11.7% | -7.6% |
| 3M | +24.5% | +21.2% | +3.3% | +14.5% |
| 6M | +34.9% | +42.0% | -7.1% | +16.4% |
| YTD | +39.3% | +63.3% | -23.9% | +13.0% |
| 1Y | +48.6% | +65.4% | -16.8% | +19.1% |
| 3Y | -2.0% | +52.5% | -54.5% | -21.1% |
| 5Y | -24.4% | +42.0% | -66.4% | -42.2% |
| All | +75.1% | +64.7% | +10.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling